+63.6%
AMGN vs GEHC
+0.3%
+63.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -11.6% | -7.6% | -4.0% | -9.8% |
| 30D | -5.7% | -10.7% | +5.0% | -2.9% |
| 3M | +14.2% | -1.2% | +15.4% | +14.3% |
| 6M | +5.2% | -13.7% | +18.9% | +8.5% |
| YTD | +22.0% | -20.4% | +42.4% | +28.2% |
| 1Y | +43.6% | -17.0% | +60.7% | +49.0% |
| All | +63.6% | +0.3% | +63.3% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling