+1,395.4%
ASML vs MRK
+250.6%
+1,144.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.2% | +5.1% |
| 7D | -9.0% | -1.9% | -7.1% | -8.6% |
| 30D | -21.0% | +2.8% | -23.7% | -21.7% |
| 3M | -16.3% | +15.0% | -31.3% | -20.0% |
| 6M | -7.5% | +30.9% | -38.4% | -15.3% |
| YTD | +34.0% | +42.3% | -8.3% | +19.7% |
| 1Y | +39.3% | +76.1% | -36.8% | +16.4% |
| 3Y | +128.9% | +54.1% | +74.8% | +92.6% |
| 5Y | +76.1% | +109.5% | -33.4% | +27.6% |
| All | +1,395.4% | +250.6% | +1,144.8% | +820.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling