+3.9%
CTSH vs GEHC
+20.5%
-16.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.4% |
| 7D | -2.3% | +5.6% | -7.9% | -4.2% |
| 30D | +7.4% | +27.9% | -20.5% | -1.5% |
| 3M | +10.9% | +17.1% | -6.2% | +4.8% |
| 6M | +24.7% | +32.5% | -7.9% | +12.9% |
| YTD | -22.0% | +2.7% | -24.6% | -23.7% |
| 1Y | -11.2% | +15.3% | -26.4% | -16.3% |
| 3Y | +3.9% | +23.7% | -19.8% | -7.4% |
| All | +3.9% | +20.5% | -16.6% | -7.4% |
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