+262,336.6%
AMZN vs MRK
+811.3%
+261,525.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -6.4% | +15.5% | -21.8% | -10.9% |
| 3M | +4.8% | +25.1% | -20.3% | -3.1% |
| 6M | +20.5% | +30.1% | -9.6% | +9.7% |
| YTD | +11.3% | +43.1% | -31.8% | -2.1% |
| 1Y | +9.0% | +82.5% | -73.5% | -12.1% |
| 3Y | +85.9% | +49.3% | +36.6% | +56.7% |
| 5Y | +45.8% | +130.3% | -84.5% | +3.3% |
| 10Y | +555.5% | +234.3% | +321.1% | +294.7% |
| All | +262,336.6% | +811.3% | +261,525.3% | +66,834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling