+17.8%
AVGO vs MRK
+84.5%
-66.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -2.6% |
| 30D | -14.4% | +17.1% | -31.6% | -10.0% |
| 3M | -14.4% | +25.9% | -40.3% | -7.9% |
| 6M | +13.1% | +26.8% | -13.7% | +22.4% |
| YTD | +3.8% | +44.9% | -41.1% | +13.6% |
| 1Y | +17.8% | +84.8% | -67.1% | +30.6% |
| All | +17.8% | +84.5% | -66.7% | +30.6% |
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 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