+27.5%
MCK vs TEVA
+81.2%
-53.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +9.3% | +0.7% | +8.5% | +9.2% |
| 30D | +16.3% | +6.8% | +9.5% | +15.3% |
| 3M | +22.3% | +20.3% | +2.0% | +19.6% |
| 6M | +34.1% | +16.5% | +17.6% | +30.4% |
| YTD | +31.1% | +33.9% | -2.8% | +26.9% |
| 1Y | +27.5% | +69.8% | -42.4% | +27.1% |
| All | +27.5% | +81.2% | -53.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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