+85,087.6%
ASML vs MRK
+1,969.9%
+83,117.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +10.4% | 0.0% | +10.3% | +10.4% |
| 30D | -12.7% | +3.5% | -16.2% | -14.0% |
| 3M | -17.2% | +11.2% | -28.4% | -21.0% |
| 6M | -1.3% | +32.5% | -33.8% | -12.1% |
| YTD | +40.8% | +42.5% | -1.7% | +21.9% |
| 1Y | +45.2% | +65.4% | -20.2% | +18.8% |
| 3Y | +131.8% | +58.8% | +73.0% | +86.6% |
| 5Y | +84.0% | +103.9% | -19.8% | +32.3% |
| 10Y | +1,541.9% | +226.8% | +1,315.1% | +864.8% |
| All | +85,087.6% | +1,969.9% | +83,117.6% | +26,623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling