+44.6%
DXCM vs HCA
+11.2%
+33.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.3% | -3.7% | +4.6% |
| 7D | +12.5% | +10.2% | +2.3% | +10.3% |
| 30D | +1.8% | +17.4% | -15.6% | -1.2% |
| 3M | +1.8% | +27.7% | -25.9% | -2.6% |
| 6M | +47.4% | +20.0% | +27.4% | +42.0% |
| YTD | +33.3% | +10.0% | +23.3% | +30.7% |
| 1Y | +44.6% | +9.0% | +35.6% | +41.2% |
| All | +44.6% | +11.2% | +33.4% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling