+0.4%
BMY vs GEHC
+2.6%
-2.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -6.4% | -7.9% | +1.5% | -5.0% |
| 30D | +0.2% | -11.7% | +11.9% | +2.5% |
| 3M | +16.0% | +0.8% | +15.1% | +15.5% |
| 6M | +8.3% | -11.6% | +19.9% | +10.1% |
| YTD | +22.2% | -21.6% | +43.7% | +26.6% |
| 1Y | +41.7% | -15.3% | +57.0% | +44.7% |
| 3Y | +20.7% | -0.5% | +21.2% | +20.0% |
| All | +0.4% | +2.6% | -2.2% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling