-21.8%
DXCM vs HCA
+57.7%
-79.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.9% |
| 7D | -6.5% | +4.9% | -11.4% | -7.6% |
| 30D | -4.3% | +1.9% | -6.2% | -4.8% |
| 3M | +7.3% | +12.7% | -5.5% | +4.1% |
| 6M | +22.0% | -22.3% | +44.4% | +29.4% |
| YTD | +26.4% | -9.3% | +35.7% | +28.4% |
| 1Y | +7.0% | +2.7% | +4.3% | +4.9% |
| All | -21.8% | +57.7% | -79.5% | -44.1% |
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