+20.6%
BAC vs MRK
+104.4%
-83.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.9% | -2.1% | +0.3% | -1.5% |
| 30D | -7.2% | +1.2% | -8.4% | -7.4% |
| 3M | -20.4% | +13.5% | -33.9% | -22.2% |
| 6M | +1.3% | +34.0% | -32.7% | -3.9% |
| YTD | -6.4% | +42.7% | -49.1% | -12.5% |
| 1Y | -3.5% | +66.6% | -70.1% | -12.4% |
| 3Y | +96.7% | +59.1% | +37.6% | +73.9% |
| 5Y | +20.6% | +104.1% | -83.5% | -4.9% |
| All | +20.6% | +104.4% | -83.8% | -4.9% |
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