+7.7%
GEHC vs TEVA
+294.7%
-287.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.2% |
| 7D | -7.9% | -0.7% | -7.1% | -7.8% |
| 30D | -11.7% | -0.4% | -11.3% | -11.7% |
| 3M | +0.8% | +8.2% | -7.4% | -0.6% |
| 6M | -11.6% | +15.3% | -26.9% | -14.0% |
| YTD | -21.6% | +16.5% | -38.0% | -23.8% |
| 1Y | -15.3% | +85.7% | -101.0% | -23.3% |
| 3Y | -0.5% | +277.9% | -278.4% | -18.2% |
| All | +7.7% | +294.7% | -287.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling