+427.0%
MCK vs GSK
+80.1%
+347.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -1.4% |
| 30D | +0.4% | -3.4% | +3.9% | +1.8% |
| 3M | +12.1% | -8.1% | +20.2% | +16.0% |
| 6M | -5.4% | -11.1% | +5.7% | -1.1% |
| YTD | +7.8% | +0.7% | +7.0% | +6.7% |
| 1Y | +22.9% | +20.1% | +2.8% | +12.2% |
| 3Y | +110.7% | +46.1% | +64.6% | +70.6% |
| 5Y | +346.2% | +48.2% | +297.9% | +245.7% |
| All | +427.0% | +80.1% | +347.0% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling