+1,709.5%
BE vs MRK
+60.2%
+1,649.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.9% |
| 7D | +10.8% | +0.7% | +10.1% | +10.8% |
| 30D | -19.8% | +0.3% | -20.0% | -19.7% |
| 3M | -18.7% | +9.7% | -28.4% | -18.8% |
| 6M | -33.7% | +32.0% | -65.7% | -35.0% |
| YTD | +121.0% | +43.3% | +77.7% | +114.8% |
| 1Y | +85.4% | +63.7% | +21.7% | +77.8% |
| 3Y | +1,709.5% | +58.0% | +1,651.5% | +1,492.0% |
| All | +1,709.5% | +60.2% | +1,649.4% | +1,492.0% |
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 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