+164.9%
ASML vs MRK
+50.6%
+114.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +2.2% | +17.1% | -15.0% | +0.8% |
| 3M | -2.3% | +25.9% | -28.2% | -4.5% |
| 6M | +23.0% | +26.8% | -3.8% | +20.0% |
| YTD | +61.1% | +44.9% | +16.1% | +55.7% |
| 1Y | +129.1% | +84.8% | +44.3% | +116.8% |
| All | +164.9% | +50.6% | +114.3% | +138.6% |
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