+61.4%
AMGN vs GEHC
+2.6%
+58.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -13.9% | -7.9% | -6.0% | -12.3% |
| 30D | -7.1% | -11.7% | +4.6% | -4.6% |
| 3M | +13.9% | +0.8% | +13.1% | +13.5% |
| 6M | +3.2% | -11.6% | +14.8% | +5.4% |
| YTD | +19.2% | -21.6% | +40.8% | +24.6% |
| 1Y | +41.1% | -15.3% | +56.4% | +45.0% |
| 3Y | +61.3% | -0.5% | +61.8% | +63.0% |
| All | +61.4% | +2.6% | +58.8% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling