+345.6%
AVGO vs GEHC
+1.8%
+343.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.9% |
| 7D | -0.3% | -5.2% | +4.9% | +1.3% |
| 30D | -13.8% | -7.0% | -6.9% | -12.0% |
| 3M | -6.9% | +3.3% | -10.2% | -9.0% |
| 6M | +11.9% | -10.0% | +21.9% | +14.9% |
| YTD | +6.9% | -18.5% | +25.4% | +13.6% |
| 1Y | +7.4% | -14.4% | +21.8% | +11.0% |
| 3Y | +345.6% | +3.4% | +342.1% | +317.6% |
| All | +345.6% | +1.8% | +343.7% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling