+7.2%
GEHC vs BRKR
-17.4%
+24.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -7.2% | -8.7% | +1.5% | -4.9% |
| 30D | -11.6% | -9.9% | -1.7% | -9.2% |
| 3M | -0.8% | -3.1% | +2.2% | -2.3% |
| 6M | -11.9% | +45.5% | -57.4% | -25.0% |
| YTD | -21.9% | +13.7% | -35.6% | -28.6% |
| 1Y | -17.8% | +67.4% | -85.3% | -34.5% |
| 3Y | -3.5% | -13.2% | +9.7% | -9.5% |
| All | +7.2% | -17.4% | +24.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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