+3.3%
AVGO vs GEHC
+11.3%
-7.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.6% |
| 7D | +25.0% | -2.3% | +27.3% | +25.0% |
| 30D | +2.0% | +19.0% | -17.1% | +2.1% |
| 3M | -12.3% | +13.3% | -25.6% | -12.3% |
| 6M | -12.8% | +31.5% | -44.3% | -13.3% |
| YTD | +5.9% | 0.0% | +5.9% | +7.4% |
| 1Y | +3.3% | +9.4% | -6.0% | +3.7% |
| All | +3.3% | +11.3% | -7.9% | +3.7% |
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 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