+13.8%
CVS vs GEHC
+10.0%
+3.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | +4.0% | -4.0% | +7.9% | +4.2% |
| 30D | -2.4% | -2.0% | -0.4% | -2.3% |
| 3M | +2.7% | +8.0% | -5.3% | +2.1% |
| 6M | +21.9% | -12.8% | +34.6% | +22.8% |
| YTD | +24.7% | -15.9% | +40.7% | +26.0% |
| 1Y | +35.4% | -6.9% | +42.4% | +35.3% |
| 3Y | +65.2% | 0.0% | +65.2% | +62.9% |
| All | +13.8% | +10.0% | +3.8% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling