+4,082.5%
JNJ vs MCK
+6,818.8%
-2,736.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -2.9% |
| 30D | +2.3% | +0.4% | +1.9% | +2.2% |
| 3M | +12.0% | +12.1% | -0.1% | +9.2% |
| 6M | +10.5% | -5.4% | +15.9% | +11.5% |
| YTD | +30.4% | +7.8% | +22.6% | +27.6% |
| 1Y | +52.1% | +22.9% | +29.2% | +44.6% |
| 3Y | +77.8% | +110.7% | -32.9% | +49.4% |
| 5Y | +82.9% | +346.2% | -263.3% | +30.4% |
| 10Y | +194.8% | +440.1% | -245.3% | +94.4% |
| All | +4,082.5% | +6,818.8% | -2,736.2% | +1,400.4% |
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 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