+479.3%
BSX vs HCA
+1,718.5%
-1,239.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | +2.9% | -11.1% | -9.1% |
| 30D | -15.8% | +2.4% | -18.2% | -16.6% |
| 3M | -10.8% | +13.0% | -23.9% | -14.9% |
| 6M | -38.4% | -21.4% | -17.0% | -33.6% |
| YTD | -54.8% | -9.5% | -45.3% | -53.8% |
| 1Y | -59.0% | +7.5% | -66.6% | -60.6% |
| 3Y | -20.0% | +57.6% | -77.6% | -34.3% |
| 5Y | -3.1% | +71.1% | -74.2% | -24.8% |
| 10Y | +83.3% | +498.8% | -415.5% | -10.3% |
| All | +479.3% | +1,718.5% | -1,239.2% | +87.4% |
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