+57.3%
LLY vs MCK
+31.3%
+26.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.0% | -6.4% | +0.4% |
| 7D | +10.1% | +11.3% | -1.3% | +9.8% |
| 30D | +24.0% | +16.8% | +7.2% | +23.9% |
| 3M | +27.3% | +28.9% | -1.6% | +27.5% |
| 6M | +47.0% | +32.7% | +14.3% | +47.5% |
| YTD | +32.6% | +30.8% | +1.8% | +33.6% |
| 1Y | +57.3% | +27.6% | +29.8% | +61.0% |
| All | +57.3% | +31.3% | +26.1% | +61.0% |
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