+51.0%
ASML vs MRK
+73.4%
-22.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.8% |
| 7D | +2.5% | -2.1% | +4.7% | +2.6% |
| 30D | -12.2% | +1.2% | -13.4% | -12.1% |
| 3M | -14.6% | +13.5% | -28.1% | -15.1% |
| 6M | -1.7% | +34.0% | -35.7% | -5.4% |
| YTD | +44.3% | +42.7% | +1.6% | +43.9% |
| 1Y | +51.0% | +66.6% | -15.6% | +53.7% |
| All | +51.0% | +73.4% | -22.4% | +53.7% |
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