+110.7%
CSCO vs MRK
+59.3%
+51.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +6.6% | 0.0% | +6.6% | +6.6% |
| 30D | -11.3% | +3.5% | -14.9% | -11.5% |
| 3M | -17.3% | +11.2% | -28.5% | -17.8% |
| 6M | +3.5% | +32.5% | -29.0% | +1.3% |
| YTD | +34.9% | +42.5% | -7.6% | +31.2% |
| 1Y | +40.5% | +65.4% | -24.9% | +34.9% |
| All | +110.7% | +59.3% | +51.4% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling