+696.9%
AVGO vs MRK
+128.0%
+568.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | +1.1% | -4.3% | +5.4% | +0.9% |
| 30D | -13.0% | +8.3% | -21.3% | -12.5% |
| 3M | -6.0% | +20.0% | -26.0% | -5.0% |
| 6M | +6.4% | +25.7% | -19.3% | +7.5% |
| YTD | +5.0% | +38.7% | -33.8% | +5.8% |
| 1Y | +1.4% | +74.7% | -73.3% | +1.4% |
| 3Y | +336.8% | +45.4% | +291.5% | +333.3% |
| All | +696.9% | +128.0% | +568.9% | +663.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling