-11.3%
CTSH vs GEHC
+1.8%
-13.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.8% |
| 7D | -5.5% | -5.2% | -0.3% | -3.7% |
| 30D | +4.5% | -7.0% | +11.5% | +7.2% |
| 3M | +13.7% | +3.3% | +10.4% | +12.6% |
| 6M | -8.4% | -10.0% | +1.6% | -5.9% |
| YTD | -26.5% | -18.5% | -8.0% | -22.0% |
| 1Y | -13.9% | -14.4% | +0.5% | -10.3% |
| 3Y | -11.3% | +3.4% | -14.8% | -15.3% |
| All | -11.3% | +1.8% | -13.2% | -15.3% |
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 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