+45.7%
BMY vs GEHC
+20.0%
+25.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +7.0% | +21.3% | -14.3% | +2.8% |
| 3M | -0.9% | +12.6% | -13.4% | -3.3% |
| 6M | +14.9% | +34.3% | -19.4% | +7.7% |
| YTD | +22.8% | +1.4% | +21.4% | +21.3% |
| 1Y | +36.2% | +12.5% | +23.8% | +31.8% |
| 3Y | +45.7% | +19.2% | +26.5% | +35.8% |
| All | +45.7% | +20.0% | +25.7% | +35.8% |
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