+46.1%
ASML vs MRK
+87.2%
-41.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.6% |
| 7D | -10.0% | +6.7% | -16.7% | -10.1% |
| 30D | -19.4% | +7.8% | -27.2% | -19.5% |
| 3M | -12.5% | +18.2% | -30.6% | -12.9% |
| 6M | +8.2% | +34.7% | -26.5% | +5.4% |
| YTD | +40.7% | +45.8% | -5.1% | +42.0% |
| 1Y | +46.1% | +84.6% | -38.4% | +60.4% |
| All | +46.1% | +87.2% | -41.0% | +60.4% |
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