+57.7%
AMGN vs MCK
+112.3%
-54.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -2.9% | -10.8% | -13.2% |
| 30D | -8.8% | +0.4% | -9.2% | -8.8% |
| 3M | +7.2% | +12.1% | -4.9% | +5.5% |
| 6M | +1.3% | -5.4% | +6.7% | +1.6% |
| YTD | +17.6% | +7.8% | +9.9% | +16.2% |
| 1Y | +37.2% | +22.9% | +14.2% | +32.9% |
| 3Y | +57.7% | +110.7% | -53.0% | +39.2% |
| All | +57.7% | +112.3% | -54.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling