+427.0%
MCK vs TEVA
-22.9%
+450.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.3% |
| 7D | -2.9% | +2.0% | -4.9% | -3.3% |
| 30D | +0.4% | +1.0% | -0.5% | +0.2% |
| 3M | +12.1% | +7.3% | +4.8% | +10.6% |
| 6M | -5.4% | +21.7% | -27.2% | -9.1% |
| YTD | +7.8% | +18.8% | -11.1% | +4.0% |
| 1Y | +22.9% | +86.5% | -63.5% | +9.0% |
| 3Y | +110.7% | +269.4% | -158.7% | +57.0% |
| 5Y | +346.2% | +303.6% | +42.6% | +213.0% |
| All | +427.0% | -22.9% | +450.0% | +387.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling