+1,731.8%
HCA vs EXEL
+411.7%
+1,320.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +4.9% | -0.3% | +5.3% | +5.0% |
| 30D | +1.9% | +10.1% | -8.3% | +0.7% |
| 3M | +12.7% | +10.1% | +2.7% | +11.4% |
| 6M | -22.3% | +37.7% | -60.0% | -25.4% |
| YTD | -9.3% | +33.1% | -42.4% | -12.7% |
| 1Y | +2.7% | +52.4% | -49.6% | -2.8% |
| 3Y | +57.8% | +163.8% | -106.0% | +37.7% |
| 5Y | +70.3% | +198.5% | -128.2% | +45.0% |
| 10Y | +499.7% | +386.9% | +112.8% | +364.6% |
| All | +1,731.8% | +411.7% | +1,320.1% | +1,162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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