+151.3%
ASML vs GEHC
+31.6%
+119.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.5% |
| 7D | -9.0% | +7.6% | -16.6% | -11.3% |
| 30D | -21.0% | +27.5% | -48.4% | -27.4% |
| 3M | -16.3% | +17.2% | -33.5% | -21.0% |
| 6M | -7.5% | +33.6% | -41.1% | -18.0% |
| YTD | +34.0% | +0.6% | +33.3% | +32.5% |
| 1Y | +39.3% | +11.3% | +28.0% | +31.8% |
| 3Y | +128.9% | +16.5% | +112.4% | +108.1% |
| All | +151.3% | +31.6% | +119.7% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling