+9.7%
AMZN vs MRK
+84.5%
-74.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -3.0% | +1.3% | -4.3% | -3.0% |
| 30D | -5.2% | +17.1% | -22.3% | -5.0% |
| 3M | +1.9% | +25.9% | -24.0% | +2.2% |
| 6M | +19.2% | +26.8% | -7.6% | +19.2% |
| YTD | +12.0% | +44.9% | -32.9% | +12.4% |
| 1Y | +9.7% | +84.8% | -75.2% | +11.5% |
| All | +9.7% | +84.5% | -74.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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