+164.0%
ASML vs GEHC
+30.8%
+133.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | +10.4% | -2.3% | +12.6% | +11.2% |
| 30D | -12.7% | +19.0% | -31.8% | -17.9% |
| 3M | -17.2% | +13.3% | -30.5% | -20.9% |
| 6M | -1.3% | +31.5% | -32.8% | -11.9% |
| YTD | +40.8% | 0.0% | +40.8% | +39.6% |
| 1Y | +45.2% | +9.4% | +35.8% | +38.3% |
| 3Y | +131.8% | +18.3% | +113.5% | +109.7% |
| All | +164.0% | +30.8% | +133.3% | +130.9% |
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 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