+30,513.3%
AVGO vs MRK
+832.8%
+29,680.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | +18.2% | +0.7% | +17.5% | +17.9% |
| 30D | +0.2% | +0.3% | 0.0% | 0.0% |
| 3M | -16.8% | +9.7% | -26.4% | -19.9% |
| 6M | -16.5% | +32.0% | -48.4% | -25.3% |
| YTD | +0.8% | +43.3% | -42.5% | -13.1% |
| 1Y | +2.8% | +63.7% | -60.8% | -15.9% |
| 3Y | +278.5% | +58.0% | +220.5% | +201.0% |
| 5Y | +573.1% | +105.0% | +468.1% | +359.9% |
| 10Y | +2,598.7% | +228.6% | +2,370.0% | +1,321.5% |
| All | +30,513.3% | +832.8% | +29,680.5% | +8,918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling