+60.7%
BMY vs MCK
+442.8%
-382.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.8% | -2.9% | -1.8% | -4.0% |
| 30D | -0.1% | +0.4% | -0.5% | -0.2% |
| 3M | +13.1% | +12.1% | +1.0% | +9.4% |
| 6M | +8.4% | -5.4% | +13.9% | +9.5% |
| YTD | +22.0% | +7.8% | +14.2% | +18.5% |
| 1Y | +40.3% | +22.9% | +17.3% | +31.3% |
| 3Y | +20.5% | +110.7% | -90.2% | -4.7% |
| 5Y | +23.7% | +346.2% | -322.5% | -22.8% |
| All | +60.7% | +442.8% | -382.1% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling