+27.6%
MCK vs GSK
+14.9%
+12.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.0% | +2.0% | +5.0% |
| 7D | +11.3% | +4.9% | +6.4% | +9.3% |
| 30D | +16.8% | +9.9% | +6.9% | +12.8% |
| 3M | +28.9% | +0.2% | +28.8% | +28.4% |
| 6M | +32.7% | +2.3% | +30.3% | +31.0% |
| YTD | +30.8% | +7.1% | +23.7% | +29.8% |
| 1Y | +27.6% | +13.1% | +14.4% | +24.5% |
| All | +27.6% | +14.9% | +12.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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