+32.9%
CVS vs GEHC
-18.2%
+51.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -2.0% | -7.9% | +5.9% | -2.2% |
| 30D | +1.9% | -11.7% | +13.6% | +1.6% |
| 3M | -2.2% | +0.8% | -3.0% | -2.1% |
| 6M | +26.7% | -11.6% | +38.3% | +26.5% |
| YTD | +22.9% | -21.6% | +44.4% | +22.5% |
| 1Y | +32.9% | -15.3% | +48.2% | +32.5% |
| All | +32.9% | -18.2% | +51.1% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling