+498.2%
HCA vs BDX
+59.3%
+438.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.0% |
| 7D | +5.4% | -3.2% | +8.6% | +6.8% |
| 30D | +3.0% | -2.5% | +5.5% | +4.1% |
| 3M | +13.0% | +21.4% | -8.4% | +4.2% |
| 6M | -20.3% | +10.4% | -30.7% | -23.8% |
| YTD | -8.2% | +18.8% | -27.1% | -15.1% |
| 1Y | +6.7% | +21.7% | -15.0% | -2.6% |
| 3Y | +60.4% | -10.0% | +70.3% | +64.1% |
| 5Y | +73.4% | -1.8% | +75.3% | +69.9% |
| All | +498.2% | +59.3% | +438.9% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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