+32,355.3%
AVGO vs MRK
+831.7%
+31,523.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -13.8% | +15.5% | -29.3% | -18.3% |
| 3M | -6.9% | +25.1% | -32.0% | -14.5% |
| 6M | +11.9% | +30.1% | -18.2% | +0.7% |
| YTD | +6.9% | +43.1% | -36.2% | -7.6% |
| 1Y | +7.4% | +82.5% | -75.0% | -16.0% |
| 3Y | +345.6% | +49.3% | +296.3% | +263.9% |
| 5Y | +718.9% | +130.3% | +588.6% | +421.4% |
| 10Y | +2,755.4% | +234.3% | +2,521.0% | +1,388.8% |
| All | +32,355.3% | +831.7% | +31,523.6% | +9,489.8% |
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