+48.3%
CVS vs GEHC
+18.3%
+30.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +10.4% | -2.3% | +12.7% | +10.5% |
| 30D | +3.3% | +19.0% | -15.7% | +2.3% |
| 3M | -4.5% | +13.3% | -17.8% | -5.2% |
| 6M | -4.4% | +31.5% | -35.9% | -5.9% |
| YTD | +16.6% | 0.0% | +16.6% | +16.7% |
| 1Y | +15.3% | +9.4% | +5.9% | +14.3% |
| All | +48.3% | +18.3% | +30.0% | +47.6% |
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