+313.3%
ANET vs MRK
+44.4%
+268.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.5% |
| 7D | +3.0% | -4.3% | +7.3% | +2.4% |
| 30D | -5.2% | +8.3% | -13.5% | -4.0% |
| 3M | +27.6% | +20.0% | +7.6% | +31.0% |
| 6M | +44.4% | +25.7% | +18.7% | +48.7% |
| YTD | +52.3% | +38.7% | +13.6% | +58.2% |
| 1Y | +30.4% | +74.7% | -44.3% | +37.1% |
| 3Y | +313.3% | +45.4% | +267.9% | +352.3% |
| All | +313.3% | +44.4% | +268.9% | +352.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling