+570.0%
AVGO vs MRK
+104.6%
+465.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.7% |
| 7D | +18.2% | +0.7% | +17.5% | +18.2% |
| 30D | +0.2% | +0.3% | 0.0% | +0.3% |
| 3M | -16.8% | +9.7% | -26.4% | -16.1% |
| 6M | -16.5% | +32.0% | -48.4% | -15.3% |
| YTD | +0.8% | +43.3% | -42.5% | +1.9% |
| 1Y | +2.8% | +63.7% | -60.8% | +3.4% |
| 3Y | +278.5% | +58.0% | +220.5% | +272.5% |
| All | +570.0% | +104.6% | +465.4% | +516.6% |
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 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