+151.1%
CSCO vs GEHC
+6.6%
+144.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -0.5% | -5.2% | +4.7% | +0.2% |
| 30D | -10.1% | -7.0% | -3.1% | -9.3% |
| 3M | -11.7% | +3.3% | -15.1% | -12.5% |
| 6M | +40.1% | -10.0% | +50.1% | +41.7% |
| YTD | +43.8% | -18.5% | +62.3% | +47.8% |
| 1Y | +66.6% | -14.4% | +81.0% | +69.2% |
| 3Y | +108.5% | +3.4% | +105.1% | +103.9% |
| All | +151.1% | +6.6% | +144.5% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling