+107.7%
COST vs MRK
+128.0%
-20.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -0.7% |
| 30D | -4.7% | +8.3% | -13.0% | -5.7% |
| 3M | -7.1% | +20.0% | -27.2% | -9.3% |
| 6M | -8.5% | +25.7% | -34.2% | -11.2% |
| YTD | +5.4% | +38.7% | -33.4% | +1.2% |
| 1Y | -5.6% | +74.7% | -80.3% | -11.8% |
| 3Y | +68.5% | +45.4% | +23.1% | +58.8% |
| All | +107.7% | +128.0% | -20.3% | +88.8% |
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 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