+195.5%
AMGN vs HCA
+511.6%
-316.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -13.7% | +5.4% | -19.1% | -14.7% |
| 30D | -8.8% | +3.0% | -11.8% | -9.4% |
| 3M | +7.2% | +13.0% | -5.8% | +4.3% |
| 6M | +1.3% | -20.3% | +21.5% | +5.6% |
| YTD | +17.6% | -8.2% | +25.9% | +18.9% |
| 1Y | +37.2% | +6.7% | +30.5% | +34.1% |
| 3Y | +57.7% | +60.4% | -2.6% | +40.3% |
| 5Y | +106.3% | +73.4% | +32.8% | +76.9% |
| All | +195.5% | +511.6% | -316.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 10y: compounded portfolio wealth divided by compounded HCA 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…
10y analysis · Full analysis span regression · 6 months rolling