+1,460.9%
BA vs MRK
+3,863.3%
-2,402.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -9.5% | +2.2% | -11.6% | -10.2% |
| 3M | -26.5% | +16.4% | -42.8% | -30.5% |
| 6M | -27.4% | +35.3% | -62.7% | -35.0% |
| YTD | -20.6% | +44.2% | -64.8% | -30.6% |
| 1Y | -11.4% | +77.5% | -88.9% | -27.9% |
| 3Y | -10.8% | +59.2% | -70.1% | -26.6% |
| 5Y | -21.9% | +109.6% | -131.5% | -42.4% |
| 10Y | +28.1% | +229.6% | -201.5% | -19.3% |
| All | +1,460.9% | +3,863.3% | -2,402.4% | +204.2% |
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 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