+795.1%
BKNG vs MRK
+386.8%
+408.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -10.7% | -5.0% | -5.7% | -9.4% |
| 30D | -18.1% | +11.0% | -29.1% | -20.6% |
| 3M | +8.5% | +22.4% | -13.9% | +2.2% |
| 6M | -0.1% | +25.4% | -25.5% | -6.7% |
| YTD | -18.2% | +39.5% | -57.7% | -26.2% |
| 1Y | -19.9% | +78.0% | -97.8% | -32.8% |
| 3Y | +41.6% | +45.5% | -3.9% | +23.4% |
| 5Y | +93.1% | +130.3% | -37.2% | +43.4% |
| 10Y | +214.8% | +229.8% | -15.0% | +108.1% |
| All | +795.1% | +386.8% | +408.3% | +352.3% |
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 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