+668.0%
MRK vs HCA
+1,718.5%
-1,050.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | +11.0% | +2.4% | +8.6% | +10.4% |
| 3M | +22.4% | +13.0% | +9.3% | +19.3% |
| 6M | +25.4% | -21.4% | +46.8% | +30.6% |
| YTD | +39.5% | -9.5% | +49.0% | +41.4% |
| 1Y | +78.0% | +7.5% | +70.4% | +74.6% |
| 3Y | +45.5% | +57.6% | -12.0% | +31.7% |
| 5Y | +130.3% | +71.1% | +59.2% | +101.7% |
| 10Y | +229.8% | +498.8% | -269.0% | +118.0% |
| All | +668.0% | +1,718.5% | -1,050.5% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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