+48.4%
QCOM vs GEHC
+20.0%
+28.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.0% |
| 30D | -0.1% | +21.3% | -21.4% | -6.3% |
| 3M | +5.2% | +12.6% | -7.3% | +1.0% |
| 6M | -18.4% | +34.3% | -52.6% | -27.3% |
| YTD | +2.4% | +1.4% | +1.0% | +2.5% |
| 1Y | +0.9% | +12.5% | -11.6% | -4.1% |
| 3Y | +48.4% | +19.2% | +29.2% | +38.4% |
| All | +48.4% | +20.0% | +28.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling