+7.9%
QCOM vs GEHC
-4.8%
+12.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +3.3% | -4.0% | +7.3% | +3.8% |
| 30D | +7.7% | -2.0% | +9.7% | +7.9% |
| 3M | -30.1% | +8.0% | -38.0% | -30.5% |
| 6M | +22.8% | -12.8% | +35.6% | +31.5% |
| YTD | +0.2% | -15.9% | +16.1% | +9.3% |
| 1Y | +7.9% | -6.9% | +14.8% | +12.5% |
| All | +7.9% | -4.8% | +12.7% | +12.5% |
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