+50.7%
LLY vs GEHC
-16.2%
+66.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -3.1% | -7.6% | +4.5% | -0.9% |
| 30D | -8.6% | -10.7% | +2.0% | -5.7% |
| 3M | -1.6% | -1.2% | -0.4% | -1.3% |
| 6M | +11.8% | -13.7% | +25.6% | +17.1% |
| YTD | +5.1% | -20.4% | +25.5% | +12.5% |
| 1Y | +50.7% | -17.0% | +67.8% | +60.4% |
| All | +50.7% | -16.2% | +66.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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