-3.5%
GEHC vs BBIO
+154.4%
-158.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -7.2% | -3.2% | -4.0% | -6.8% |
| 30D | -11.6% | -13.6% | +2.0% | -9.8% |
| 3M | -0.8% | +7.2% | -8.1% | -2.4% |
| 6M | -11.9% | +1.5% | -13.4% | -12.7% |
| YTD | -21.9% | -5.3% | -16.6% | -22.3% |
| 1Y | -17.8% | +37.7% | -55.6% | -23.5% |
| 3Y | -3.5% | +153.9% | -157.4% | -22.9% |
| All | -3.5% | +154.4% | -158.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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