+127.8%
CSCO vs GEHC
+34.3%
+93.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.9% |
| 7D | -2.9% | +5.6% | -8.5% | -3.5% |
| 30D | -16.7% | +27.9% | -44.6% | -19.2% |
| 3M | -18.4% | +17.1% | -35.6% | -20.1% |
| 6M | +2.9% | +32.5% | -29.6% | -1.3% |
| YTD | +30.4% | +2.7% | +27.8% | +30.2% |
| 1Y | +41.4% | +15.3% | +26.1% | +37.7% |
| 3Y | +104.7% | +23.7% | +81.0% | +95.2% |
| All | +127.8% | +34.3% | +93.5% | +113.5% |
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 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