+40.7%
ABBV vs MCK
+31.3%
+9.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.9% | +1.5% |
| 7D | +3.1% | +11.3% | -8.2% | +0.6% |
| 30D | +11.6% | +16.8% | -5.2% | +7.8% |
| 3M | +21.7% | +28.9% | -7.2% | +15.0% |
| 6M | +43.5% | +32.7% | +10.9% | +34.6% |
| YTD | +32.9% | +30.8% | +2.1% | +25.2% |
| 1Y | +40.7% | +27.6% | +13.1% | +32.4% |
| All | +40.7% | +31.3% | +9.4% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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