-5.3%
SYK vs MCK
+27.9%
-33.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +7.5% | +9.3% | -1.8% | +4.7% |
| 30D | +20.4% | +16.3% | +4.1% | +15.5% |
| 3M | -0.3% | +22.3% | -22.6% | -5.6% |
| 6M | +14.2% | +34.1% | -20.0% | +5.3% |
| YTD | -3.8% | +31.1% | -34.9% | -10.7% |
| 1Y | -5.3% | +27.5% | -32.8% | -11.9% |
| All | -5.3% | +27.9% | -33.1% | -11.9% |
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