+1.4%
AVGO vs GEHC
-15.7%
+17.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.1% | -7.2% | +8.3% | +1.5% |
| 30D | -13.0% | -11.6% | -1.4% | -12.4% |
| 3M | -6.0% | -0.8% | -5.1% | -6.3% |
| 6M | +6.4% | -11.9% | +18.3% | +8.7% |
| YTD | +5.0% | -21.9% | +26.9% | +9.5% |
| 1Y | +1.4% | -17.8% | +19.2% | +0.2% |
| All | +1.4% | -15.7% | +17.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling