-10.1%
BA vs MRK
+54.5%
-64.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +1.1% | -1.9% | +2.9% | +1.3% |
| 30D | -7.9% | +2.8% | -10.7% | -8.2% |
| 3M | -25.3% | +15.0% | -40.3% | -26.4% |
| 6M | -24.6% | +30.9% | -55.5% | -26.9% |
| YTD | -20.1% | +42.3% | -62.4% | -23.2% |
| 1Y | -11.8% | +76.1% | -87.8% | -16.9% |
| 3Y | -10.1% | +54.1% | -64.2% | -14.6% |
| All | -10.1% | +54.5% | -64.6% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling