-28.3%
BABA vs MRK
+112.6%
-140.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | -1.9% | +13.5% | +11.7% |
| 30D | +2.3% | +2.8% | -0.5% | +2.2% |
| 3M | -13.7% | +15.0% | -28.7% | -14.1% |
| 6M | -21.9% | +30.9% | -52.8% | -23.0% |
| YTD | -24.6% | +42.3% | -66.9% | -26.0% |
| 1Y | -34.1% | +76.1% | -110.2% | -36.1% |
| 3Y | +36.3% | +54.1% | -17.8% | +31.4% |
| All | -28.3% | +112.6% | -140.9% | -32.3% |
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