+72.3%
BA vs MRK
+238.6%
-166.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -10.1% | +15.5% | -25.6% | -14.5% |
| 3M | -2.4% | +25.1% | -27.5% | -10.0% |
| 6M | -8.8% | +30.1% | -38.9% | -17.1% |
| YTD | -2.9% | +43.1% | -46.1% | -14.9% |
| 1Y | -8.8% | +82.5% | -91.2% | -27.0% |
| 3Y | -0.3% | +49.3% | -49.6% | -16.7% |
| 5Y | -0.3% | +130.3% | -130.6% | -35.7% |
| 10Y | +72.3% | +234.3% | -162.0% | -0.3% |
| All | +72.3% | +238.6% | -166.2% | -0.3% |
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 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