+1.4%
CRM vs MRK
+76.4%
-74.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +1.9% |
| 7D | -4.4% | -4.3% | -0.2% | -5.0% |
| 30D | +28.1% | +8.3% | +19.9% | +28.8% |
| 3M | +48.8% | +20.0% | +28.8% | +52.7% |
| 6M | +28.3% | +25.7% | +2.6% | +33.1% |
| YTD | -6.0% | +38.7% | -44.8% | -2.7% |
| 1Y | +1.4% | +74.7% | -73.2% | +5.9% |
| All | +1.4% | +76.4% | -74.9% | +5.9% |
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