+1,754.0%
HCA vs BMRN
+169.2%
+1,584.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | +3.0% | -6.5% | +9.5% | +4.4% |
| 3M | +13.0% | +18.3% | -5.2% | +8.7% |
| 6M | -20.3% | +8.9% | -29.1% | -22.1% |
| YTD | -8.2% | +10.5% | -18.7% | -10.9% |
| 1Y | +6.7% | +17.5% | -10.8% | +1.6% |
| 3Y | +60.4% | -27.7% | +88.1% | +66.8% |
| 5Y | +73.4% | -15.8% | +89.2% | +71.2% |
| 10Y | +506.9% | -30.1% | +537.1% | +483.0% |
| All | +1,754.0% | +169.2% | +1,584.8% | +918.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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