+498.2%
HCA vs TEVA
-22.9%
+521.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +5.0% |
| 30D | +3.0% | +1.0% | +2.0% | +2.7% |
| 3M | +13.0% | +7.3% | +5.7% | +11.3% |
| 6M | -20.3% | +21.7% | -42.0% | -23.4% |
| YTD | -8.2% | +18.8% | -27.1% | -11.6% |
| 1Y | +6.7% | +86.5% | -79.8% | -6.0% |
| 3Y | +60.4% | +269.4% | -209.0% | +19.1% |
| 5Y | +73.4% | +303.6% | -230.1% | +22.1% |
| All | +498.2% | -22.9% | +521.1% | +363.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling