-20.4%
SNPS vs GEHC
+10.0%
-30.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.5% |
| 7D | -11.0% | -4.0% | -7.0% | -11.3% |
| 30D | -1.7% | -2.0% | +0.2% | -2.0% |
| 3M | -20.4% | +8.0% | -28.3% | -19.2% |
| All | -20.4% | +10.0% | -30.4% | -19.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling