-17.8%
GEHC vs TEVA
+89.1%
-107.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -7.2% | +2.0% | -9.2% | -7.6% |
| 30D | -11.6% | +1.0% | -12.5% | -11.8% |
| 3M | -0.8% | +7.3% | -8.2% | -3.1% |
| 6M | -11.9% | +21.7% | -33.6% | -16.0% |
| YTD | -21.9% | +18.8% | -40.8% | -25.5% |
| 1Y | -17.8% | +86.5% | -104.3% | -26.0% |
| All | -17.8% | +89.1% | -107.0% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling