+128.9%
ASML vs MRK
+54.5%
+74.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.2% | +5.0% |
| 7D | -9.0% | -1.9% | -7.1% | -8.9% |
| 30D | -21.0% | +2.8% | -23.7% | -21.1% |
| 3M | -16.3% | +15.0% | -31.3% | -17.3% |
| 6M | -7.5% | +30.9% | -38.4% | -10.2% |
| YTD | +34.0% | +42.3% | -8.3% | +29.6% |
| 1Y | +39.3% | +76.1% | -36.8% | +32.2% |
| 3Y | +128.9% | +54.1% | +74.8% | +112.5% |
| All | +128.9% | +54.5% | +74.4% | +112.5% |
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