+287.0%
LLY vs GEHC
+31.6%
+255.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -4.5% | +7.6% | -12.1% | -6.0% |
| 30D | +13.9% | +27.5% | -13.6% | +7.9% |
| 3M | +13.8% | +17.2% | -3.5% | +9.8% |
| 6M | +37.6% | +33.6% | +4.0% | +28.5% |
| YTD | +26.6% | +0.6% | +26.0% | +25.3% |
| 1Y | +45.3% | +11.3% | +34.1% | +41.0% |
| 3Y | +132.2% | +16.5% | +115.7% | +122.4% |
| All | +287.0% | +31.6% | +255.4% | +263.4% |
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 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