+11.7%
AMZN vs MRK
+76.4%
-64.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +1.9% |
| 7D | -0.7% | -4.3% | +3.6% | -0.6% |
| 30D | -3.9% | +8.3% | -12.2% | -3.8% |
| 3M | +6.3% | +20.0% | -13.7% | +6.7% |
| 6M | +20.8% | +25.7% | -4.9% | +21.1% |
| YTD | +11.2% | +38.7% | -27.5% | +11.8% |
| 1Y | +11.7% | +74.7% | -63.0% | +14.1% |
| All | +11.7% | +76.4% | -64.7% | +14.1% |
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