+15.5%
GEHC vs NVTS
+202.6%
-187.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.4% |
| 7D | -4.0% | +2.7% | -6.7% | -4.1% |
| 30D | -2.0% | -4.5% | +2.5% | -1.9% |
| 3M | +8.0% | -61.5% | +69.5% | +11.0% |
| 6M | -12.8% | +28.0% | -40.7% | -15.1% |
| YTD | -15.9% | +65.3% | -81.2% | -19.2% |
| 1Y | -6.9% | +113.0% | -119.9% | -12.0% |
| 3Y | 0.0% | +34.7% | -34.7% | -0.2% |
| All | +15.5% | +202.6% | -187.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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