+139.3%
ASML vs GEHC
+33.8%
+105.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.4% | -6.9% | -8.6% |
| 7D | -19.0% | +9.6% | -28.6% | -21.5% |
| 30D | -25.9% | +29.4% | -55.3% | -32.3% |
| 3M | -19.1% | +19.3% | -38.4% | -24.0% |
| 6M | -5.7% | +37.4% | -43.1% | -17.1% |
| YTD | +27.6% | +2.3% | +25.3% | +25.5% |
| 1Y | +30.8% | +11.0% | +19.8% | +24.1% |
| 3Y | +116.2% | +17.6% | +98.6% | +96.1% |
| All | +139.3% | +33.8% | +105.5% | +107.7% |
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