+7,905.5%
AMGN vs MCK
+6,818.8%
+1,086.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -2.9% | -10.8% | -12.9% |
| 30D | -8.8% | +0.4% | -9.2% | -8.9% |
| 3M | +7.2% | +12.1% | -4.9% | +3.8% |
| 6M | +1.3% | -5.4% | +6.7% | +2.6% |
| YTD | +17.6% | +7.8% | +9.9% | +14.2% |
| 1Y | +37.2% | +22.9% | +14.2% | +27.9% |
| 3Y | +57.7% | +110.7% | -53.0% | +24.2% |
| 5Y | +106.3% | +346.2% | -239.9% | +29.7% |
| 10Y | +205.3% | +440.1% | -234.9% | +74.2% |
| All | +7,905.5% | +6,818.8% | +1,086.7% | +1,921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling