+1,821.9%
BA vs MRK
+3,881.6%
-2,059.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +1.2% | +1.3% | -0.2% | +0.7% |
| 30D | -11.6% | +17.1% | -28.8% | -16.4% |
| 3M | -2.4% | +25.9% | -28.3% | -10.1% |
| 6M | -6.6% | +26.8% | -33.4% | -14.4% |
| YTD | -2.2% | +44.9% | -47.2% | -14.4% |
| 1Y | -8.0% | +84.8% | -92.9% | -26.2% |
| 3Y | -5.0% | +50.1% | -55.1% | -20.0% |
| 5Y | -2.7% | +127.4% | -130.1% | -30.5% |
| 10Y | +75.9% | +240.0% | -164.1% | +9.8% |
| All | +1,821.9% | +3,881.6% | -2,059.7% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling