+9.3%
GEHC vs EXEL
+262.7%
-253.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -7.6% | -0.3% | -7.3% | -7.6% |
| 30D | -10.7% | +10.1% | -20.8% | -12.0% |
| 3M | -1.2% | +10.1% | -11.3% | -2.8% |
| 6M | -13.7% | +37.7% | -51.4% | -18.1% |
| YTD | -20.4% | +33.1% | -53.5% | -24.2% |
| 1Y | -17.0% | +52.4% | -69.4% | -22.6% |
| 3Y | +0.9% | +163.8% | -162.9% | -13.6% |
| All | +9.3% | +262.7% | -253.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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