+911.5%
BE vs MRK
+217.4%
+694.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.7% |
| 7D | +20.0% | +1.3% | +18.6% | +19.5% |
| 30D | +7.9% | +17.1% | -9.2% | +3.0% |
| 3M | -13.2% | +25.9% | -39.1% | -19.7% |
| 6M | +53.5% | +26.8% | +26.6% | +41.7% |
| YTD | +191.0% | +44.9% | +146.1% | +156.3% |
| 1Y | +360.5% | +84.8% | +275.7% | +269.9% |
| 3Y | +1,568.0% | +50.1% | +1,517.9% | +1,307.8% |
| 5Y | +1,055.2% | +127.4% | +927.8% | +634.3% |
| All | +911.5% | +217.4% | +694.1% | +504.8% |
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