+14.4%
SYK vs GEHC
+2.6%
+11.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.6% |
| 7D | -12.3% | -7.9% | -4.5% | -10.2% |
| 30D | -22.4% | -11.7% | -10.7% | -19.7% |
| 3M | -12.3% | +0.8% | -13.1% | -12.4% |
| 6M | -24.3% | -11.6% | -12.7% | -22.1% |
| YTD | -22.8% | -21.6% | -1.2% | -18.3% |
| 1Y | -28.8% | -15.3% | -13.5% | -26.2% |
| 3Y | -4.0% | -0.5% | -3.5% | -5.8% |
| All | +14.4% | +2.6% | +11.8% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling