+84.5%
AMGN vs GEHC
+10.0%
+74.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.1% | -4.0% | +5.1% | +2.0% |
| 30D | +7.8% | -2.0% | +9.8% | +8.3% |
| 3M | +27.3% | +8.0% | +19.3% | +24.9% |
| 6M | +16.8% | -12.8% | +29.6% | +19.4% |
| YTD | +36.3% | -15.9% | +52.2% | +40.2% |
| 1Y | +60.4% | -6.9% | +67.3% | +61.4% |
| 3Y | +86.3% | 0.0% | +86.4% | +85.9% |
| All | +84.5% | +10.0% | +74.6% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling