+38.2%
GEHC vs IBB
+58.9%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.9% |
| 7D | +7.6% | -1.8% | +9.4% | +8.9% |
| 30D | +27.5% | +5.1% | +22.4% | +22.6% |
| 3M | +17.2% | +10.7% | +6.5% | +8.0% |
| 6M | +33.6% | +22.9% | +10.7% | +12.9% |
| YTD | +0.6% | +26.7% | -26.1% | -17.1% |
| 1Y | +11.3% | +35.1% | -23.8% | -13.0% |
| 3Y | +16.5% | +80.2% | -63.7% | -28.9% |
| All | +38.2% | +58.9% | -20.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 5y: compounded portfolio wealth divided by compounded IBB 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…
5y analysis · Full analysis span regression · 6 months rolling