+2,429.5%
DXCM vs HCA
+1,648.5%
+781.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | +6.3% | -1.1% | +7.5% | +6.7% |
| 3M | +21.1% | +12.2% | +8.9% | +15.8% |
| 6M | +20.6% | -25.3% | +45.9% | +32.5% |
| YTD | +32.4% | -12.9% | +45.4% | +37.2% |
| 1Y | +8.8% | -0.9% | +9.8% | +7.4% |
| 3Y | -13.7% | +47.6% | -61.4% | -28.1% |
| 5Y | -35.2% | +67.0% | -102.1% | -49.2% |
| 10Y | +281.8% | +471.4% | -189.6% | +84.0% |
| All | +2,429.5% | +1,648.5% | +781.0% | +707.4% |
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