+202.0%
ASML vs GEHC
+10.0%
+192.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +1.1% | -4.0% | +5.1% | +2.5% |
| 30D | +2.2% | -2.0% | +4.1% | +2.8% |
| 3M | -2.3% | +8.0% | -10.3% | -6.3% |
| 6M | +23.0% | -12.8% | +35.7% | +28.3% |
| YTD | +61.1% | -15.9% | +77.0% | +69.9% |
| 1Y | +129.1% | -6.9% | +136.0% | +130.6% |
| 3Y | +165.4% | 0.0% | +165.4% | +154.7% |
| All | +202.0% | +10.0% | +192.1% | +181.0% |
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