-3.6%
COST vs MRK
+84.5%
-88.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.1% | +1.3% | -4.5% | -3.3% |
| 30D | -2.8% | +17.1% | -19.9% | -4.6% |
| 3M | -5.7% | +25.9% | -31.6% | -8.3% |
| 6M | -8.8% | +26.8% | -35.6% | -11.3% |
| YTD | +6.7% | +44.9% | -38.2% | +3.1% |
| 1Y | -3.6% | +84.8% | -88.5% | -6.7% |
| All | -3.6% | +84.5% | -88.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling