+9.0%
HCA vs REGN
+45.3%
-36.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.4% | +14.7% | +11.0% |
| 7D | +10.2% | +14.4% | -4.2% | +6.8% |
| 30D | +17.4% | +28.1% | -10.7% | +10.6% |
| 3M | +27.7% | +22.5% | +5.2% | +21.0% |
| 6M | +20.0% | +31.6% | -11.6% | +10.3% |
| YTD | +10.0% | +21.0% | -11.1% | +2.8% |
| 1Y | +9.0% | +49.0% | -39.9% | -3.1% |
| All | +9.0% | +45.3% | -36.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling