+359.9%
CSCO vs MRK
+232.4%
+127.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | -1.1% | -5.0% | +3.9% | +0.5% |
| 30D | -10.8% | +11.0% | -21.7% | -14.0% |
| 3M | -9.2% | +22.4% | -31.6% | -15.6% |
| 6M | +39.5% | +25.4% | +14.1% | +28.4% |
| YTD | +41.5% | +39.5% | +2.0% | +25.2% |
| 1Y | +61.0% | +78.0% | -17.0% | +29.8% |
| 3Y | +105.2% | +45.5% | +59.7% | +73.2% |
| 5Y | +113.4% | +130.3% | -16.8% | +38.6% |
| All | +359.9% | +232.4% | +127.4% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling