+7.2%
GEHC vs BDX
-3.6%
+10.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -7.2% | -3.2% | -4.0% | -5.7% |
| 30D | -11.6% | -2.5% | -9.0% | -10.4% |
| 3M | -0.8% | +21.4% | -22.3% | -9.8% |
| 6M | -11.9% | +10.4% | -22.3% | -16.3% |
| YTD | -21.9% | +18.8% | -40.8% | -28.4% |
| 1Y | -17.8% | +21.7% | -39.5% | -25.5% |
| 3Y | -3.5% | -10.0% | +6.4% | -4.7% |
| All | +7.2% | -3.6% | +10.7% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling