+6.7%
AMZN vs MRK
+87.2%
-80.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +6.0% |
| 7D | +4.5% | +6.7% | -2.2% | +4.3% |
| 30D | +5.8% | +7.8% | -1.9% | +5.7% |
| 3M | -4.1% | +18.2% | -22.3% | -4.0% |
| 6M | -2.2% | +34.7% | -36.9% | -2.1% |
| YTD | +15.3% | +45.8% | -30.5% | +15.0% |
| 1Y | +6.7% | +84.6% | -77.9% | +6.3% |
| All | +6.7% | +87.2% | -80.5% | +6.3% |
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