-11.0%
BA vs MRK
+75.8%
-86.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | -8.9% | +1.7% | -10.6% | -9.1% |
| 3M | -25.5% | +13.8% | -39.3% | -26.4% |
| 6M | -27.0% | +34.7% | -61.6% | -29.9% |
| YTD | -20.1% | +43.6% | -63.7% | -22.6% |
| 1Y | -11.0% | +75.7% | -86.7% | -14.5% |
| All | -11.0% | +75.8% | -86.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling