+15.7%
GEHC vs BDX
+54.0%
-38.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.6% | +0.8% | +2.8% |
| 7D | +13.2% | +7.2% | +6.0% | +8.4% |
| 30D | +30.6% | +15.8% | +14.8% | +19.2% |
| 3M | +22.2% | +23.7% | -1.5% | +6.8% |
| 6M | +40.8% | +44.8% | -4.0% | +11.6% |
| YTD | +4.8% | +39.8% | -34.9% | -15.0% |
| 1Y | +15.7% | +52.3% | -36.6% | -7.5% |
| All | +15.7% | +54.0% | -38.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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