-5.9%
ABT vs GEHC
+15.6%
-21.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +3.7% |
| 7D | +12.5% | +13.2% | -0.6% | +8.6% |
| 30D | +16.1% | +30.6% | -14.5% | +7.6% |
| 3M | +10.2% | +22.2% | -12.0% | +3.9% |
| 6M | +33.7% | +40.8% | -7.1% | +21.7% |
| YTD | -5.5% | +4.8% | -10.3% | -10.4% |
| 1Y | -5.9% | +15.7% | -21.6% | -9.2% |
| All | -5.9% | +15.6% | -21.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling