+96.6%
BAC vs MRK
+59.5%
+37.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.9% | -2.1% | +0.3% | -1.7% |
| 30D | -7.2% | +1.2% | -8.4% | -7.3% |
| 3M | -20.4% | +13.5% | -33.9% | -21.4% |
| 6M | +1.3% | +34.0% | -32.7% | -1.8% |
| YTD | -6.4% | +42.7% | -49.1% | -10.0% |
| 1Y | -3.5% | +66.6% | -70.1% | -8.7% |
| All | +96.6% | +59.5% | +37.0% | +77.7% |
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