+51,000.2%
QCOM vs DHR
+53,988.6%
-2,988.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +2.7% |
| 7D | +5.8% | +3.1% | +2.7% | +4.5% |
| 30D | -2.3% | +7.0% | -9.3% | -5.0% |
| 3M | +2.7% | +15.0% | -12.3% | -3.8% |
| 6M | -21.0% | +37.9% | -58.9% | -33.2% |
| YTD | +1.8% | +3.3% | -1.5% | -1.8% |
| 1Y | +2.4% | +12.8% | -10.4% | -5.3% |
| 3Y | +52.1% | +22.4% | +29.8% | +32.4% |
| 5Y | +14.6% | -9.1% | +23.7% | +13.8% |
| 10Y | +230.9% | +247.9% | -17.1% | +77.2% |
| All | +51,000.2% | +53,988.6% | -2,988.4% | +2,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling