-16.5%
AVGO vs MRK
+33.4%
-49.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.5% |
| 7D | +18.2% | +0.7% | +17.5% | +18.5% |
| 30D | +0.2% | +0.3% | 0.0% | +0.6% |
| 3M | -16.8% | +9.7% | -26.4% | -11.3% |
| 6M | -16.5% | +32.0% | -48.4% | +6.3% |
| All | -16.5% | +33.4% | -49.8% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling