+990.6%
AMGN vs HCA
+1,743.3%
-752.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| YTD | +17.6% | -8.2% | +25.9% | +19.0% |
| 1Y | +37.2% | +6.7% | +30.5% | +34.1% |
| 3Y | +57.7% | +60.4% | -2.6% | +40.2% |
| 5Y | +106.3% | +73.4% | +32.8% | +76.7% |
| 10Y | +205.3% | +506.9% | -301.6% | +92.0% |
| All | +990.6% | +1,743.3% | -752.6% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling