+335.4%
AVGO vs MRK
+45.2%
+290.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.2% |
| 7D | +1.0% | -5.0% | +6.0% | +0.3% |
| 30D | -13.3% | +11.0% | -24.2% | -11.9% |
| 3M | -2.9% | +22.4% | -25.3% | -0.1% |
| 6M | +5.7% | +25.4% | -19.7% | +9.0% |
| YTD | +4.6% | +39.5% | -34.9% | +8.3% |
| 1Y | -1.6% | +78.0% | -79.6% | +2.2% |
| All | +335.4% | +45.2% | +290.2% | +367.7% |
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 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