+60.4%
HCA vs BRKR
-11.8%
+72.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | -8.7% | +14.1% | +5.9% |
| 30D | +3.0% | -9.9% | +12.8% | +3.5% |
| 3M | +13.0% | -3.1% | +16.1% | +12.7% |
| 6M | -20.3% | +45.5% | -65.8% | -23.4% |
| YTD | -8.2% | +13.7% | -21.9% | -10.1% |
| 1Y | +6.7% | +67.4% | -60.7% | +0.1% |
| 3Y | +60.4% | -13.2% | +73.6% | +60.1% |
| All | +60.4% | -11.8% | +72.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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