+8.7%
HCA vs TEVA
+81.5%
-72.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.5% | +10.4% |
| 7D | +10.2% | +4.7% | +5.5% | +9.7% |
| 30D | +17.4% | +5.5% | +11.9% | +16.7% |
| 3M | +27.7% | +21.6% | +6.1% | +24.1% |
| 6M | +20.0% | +18.4% | +1.6% | +16.6% |
| YTD | +10.0% | +34.1% | -24.1% | +5.6% |
| All | +8.7% | +81.5% | -72.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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