-21.2%
BSX vs HCA
+59.6%
-80.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | -10.1% | +5.4% | -15.5% | -11.2% |
| 30D | -16.4% | +3.0% | -19.4% | -17.0% |
| 3M | -8.9% | +13.0% | -21.9% | -11.6% |
| 6M | -38.3% | -20.3% | -18.0% | -35.6% |
| YTD | -54.9% | -8.2% | -46.7% | -54.4% |
| 1Y | -58.8% | +6.7% | -65.5% | -59.8% |
| 3Y | -21.2% | +60.4% | -81.6% | -29.9% |
| All | -21.2% | +59.6% | -80.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling