+60.4%
HCA vs BDX
-10.0%
+70.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | +5.4% | -3.2% | +8.6% | +6.4% |
| 30D | +3.0% | -2.5% | +5.5% | +3.8% |
| 3M | +13.0% | +21.4% | -8.4% | +7.0% |
| 6M | -20.3% | +10.4% | -30.7% | -22.7% |
| YTD | -8.2% | +18.8% | -27.1% | -12.7% |
| 1Y | +6.7% | +21.7% | -15.0% | +0.8% |
| 3Y | +60.4% | -10.0% | +70.3% | +72.5% |
| All | +60.4% | -10.0% | +70.4% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling