+24.3%
BMY vs HCA
+71.9%
-47.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -4.8% | +5.4% | -10.2% | -5.6% |
| 30D | -0.1% | +3.0% | -3.1% | -0.6% |
| 3M | +13.1% | +13.0% | +0.1% | +10.7% |
| 6M | +8.4% | -20.3% | +28.7% | +11.7% |
| YTD | +22.0% | -8.2% | +30.2% | +22.7% |
| 1Y | +40.3% | +6.7% | +33.6% | +37.4% |
| 3Y | +20.5% | +60.4% | -39.9% | +10.2% |
| All | +24.3% | +71.9% | -47.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling