+263.3%
DXCM vs HCA
+503.4%
-240.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.8% | +2.9% | -8.7% | -6.8% |
| 30D | -5.6% | +2.4% | -8.0% | -6.5% |
| 3M | +13.0% | +13.0% | 0.0% | +7.7% |
| 6M | +24.7% | -21.4% | +46.0% | +34.8% |
| YTD | +27.3% | -9.5% | +36.8% | +30.1% |
| 1Y | +11.2% | +7.5% | +3.7% | +6.3% |
| 3Y | -19.0% | +57.6% | -76.6% | -34.9% |
| 5Y | -38.5% | +71.1% | -109.6% | -53.2% |
| All | +263.3% | +503.4% | -240.1% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling