-1.8%
BA vs MRK
+54.2%
-56.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +1.2% | +1.3% | -0.2% | +1.0% |
| 30D | -11.6% | +17.1% | -28.8% | -13.0% |
| 3M | -2.4% | +25.9% | -28.3% | -4.7% |
| 6M | -6.6% | +26.8% | -33.4% | -9.0% |
| YTD | -2.2% | +44.9% | -47.2% | -5.9% |
| 1Y | -8.0% | +84.8% | -92.9% | -13.5% |
| All | -1.8% | +54.2% | -56.0% | -9.2% |
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