+8.5%
BMY vs HCA
-20.3%
+28.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -1.6% |
| 7D | -4.8% | +4.9% | -9.7% | -5.9% |
| 30D | -0.7% | +1.9% | -2.5% | -1.2% |
| 3M | +15.3% | +12.7% | +2.6% | +11.5% |
| 6M | +8.5% | -22.3% | +30.9% | +8.0% |
| All | +8.5% | -20.3% | +28.8% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling