+318.1%
BMY vs HCA
+1,635.7%
-1,317.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -3.3% | -2.8% | -0.5% | -2.9% |
| 30D | 0.0% | -2.7% | +2.7% | +0.4% |
| 3M | +17.7% | +11.5% | +6.2% | +15.4% |
| 6M | +9.6% | -24.3% | +33.9% | +14.5% |
| YTD | +24.0% | -13.6% | +37.6% | +26.4% |
| 1Y | +45.1% | -3.2% | +48.3% | +44.8% |
| 3Y | +22.5% | +50.4% | -27.9% | +12.5% |
| 5Y | +22.3% | +64.8% | -42.5% | +8.8% |
| 10Y | +62.0% | +456.5% | -394.6% | +13.4% |
| All | +318.1% | +1,635.7% | -1,317.5% | +147.7% |
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