-0.9%
BA vs MRK
+129.4%
-130.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +1.2% | +1.3% | -0.2% | +1.0% |
| 30D | -11.6% | +17.1% | -28.8% | -13.2% |
| 3M | -2.4% | +25.9% | -28.3% | -4.9% |
| 6M | -6.6% | +26.8% | -33.4% | -9.2% |
| YTD | -2.2% | +44.9% | -47.2% | -6.3% |
| 1Y | -8.0% | +84.8% | -92.9% | -14.2% |
| 3Y | -5.0% | +50.1% | -55.1% | -11.2% |
| All | -0.9% | +129.4% | -130.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling