+263.7%
QCOM vs DHR
+207.8%
+55.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +3.8% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | +4.3% | +0.2% | +4.0% | +3.8% |
| 3M | -19.6% | +12.1% | -31.7% | -26.2% |
| 6M | +29.5% | +5.4% | +24.1% | +22.5% |
| YTD | +3.4% | -10.0% | +13.3% | +7.2% |
| 1Y | +10.9% | +4.1% | +6.8% | +4.4% |
| 3Y | +74.8% | -5.2% | +80.0% | +67.8% |
| 5Y | +36.2% | -28.2% | +64.4% | +53.2% |
| 10Y | +263.7% | +208.4% | +55.3% | +52.6% |
| All | +263.7% | +207.8% | +55.9% | +52.6% |
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