+40.3%
BMY vs GEHC
-15.7%
+55.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -7.2% | +2.4% | -3.1% |
| 30D | -0.1% | -11.6% | +11.5% | +2.8% |
| 3M | +13.1% | -0.8% | +14.0% | +13.0% |
| 6M | +8.4% | -11.9% | +20.3% | +10.9% |
| YTD | +22.0% | -21.9% | +43.9% | +27.6% |
| 1Y | +40.3% | -17.8% | +58.1% | +45.5% |
| All | +40.3% | -15.7% | +55.9% | +45.5% |
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