+681.4%
NFLX vs DHR
+209.4%
+472.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -3.6% | +2.5% | +0.5% |
| 30D | +4.3% | -2.7% | +7.0% | +5.5% |
| 3M | -4.8% | +10.9% | -15.7% | -9.9% |
| 6M | -18.4% | +3.0% | -21.5% | -20.8% |
| YTD | -17.4% | -12.2% | -5.2% | -13.9% |
| 1Y | -35.7% | +3.3% | -39.0% | -38.7% |
| 3Y | +73.8% | -8.2% | +82.0% | +67.5% |
| 5Y | +29.3% | -29.9% | +59.2% | +42.7% |
| All | +681.4% | +209.4% | +472.0% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling