+592.4%
AVGO vs GEHC
+30.8%
+561.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.8% |
| 7D | +25.0% | -2.3% | +27.3% | +25.8% |
| 30D | +2.0% | +19.0% | -17.1% | -3.4% |
| 3M | -12.3% | +13.3% | -25.6% | -15.7% |
| 6M | -12.8% | +31.5% | -44.3% | -21.2% |
| YTD | +5.9% | 0.0% | +5.9% | +5.0% |
| 1Y | +3.3% | +9.4% | -6.0% | -1.4% |
| 3Y | +293.1% | +18.3% | +274.7% | +259.0% |
| All | +592.4% | +30.8% | +561.7% | +527.6% |
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 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