+221.2%
LLY vs GEHC
+6.6%
+214.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.6% |
| 7D | -3.1% | -5.2% | +2.1% | -2.0% |
| 30D | -5.1% | -7.0% | +1.9% | -3.5% |
| 3M | -2.1% | +3.3% | -5.4% | -3.0% |
| 6M | +13.8% | -10.0% | +23.8% | +15.9% |
| YTD | +5.1% | -18.5% | +23.6% | +9.1% |
| 1Y | +53.1% | -14.4% | +67.5% | +57.1% |
| 3Y | +95.6% | +3.4% | +92.2% | +95.7% |
| All | +221.2% | +6.6% | +214.6% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling