+23.3%
BA vs MRK
+228.4%
-205.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -7.1% | +0.3% | -7.4% | -7.3% |
| 3M | -25.5% | +9.7% | -35.2% | -28.1% |
| 6M | -28.7% | +32.0% | -60.7% | -35.7% |
| YTD | -21.0% | +43.3% | -64.3% | -30.9% |
| 1Y | -11.9% | +63.7% | -75.5% | -26.6% |
| 3Y | -16.2% | +58.0% | -74.2% | -31.8% |
| 5Y | -22.4% | +105.0% | -127.4% | -45.8% |
| All | +23.3% | +228.4% | -205.0% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling