+114.8%
CSCO vs MRK
+129.3%
-14.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -10.7% | +12.7% | -23.4% | -12.0% |
| 3M | -8.7% | +24.2% | -33.0% | -11.2% |
| 6M | +44.9% | +27.8% | +17.1% | +40.3% |
| YTD | +44.1% | +42.2% | +1.9% | +37.5% |
| 1Y | +65.9% | +80.2% | -14.3% | +52.8% |
| 3Y | +109.0% | +48.4% | +60.6% | +94.7% |
| 5Y | +114.8% | +133.6% | -18.8% | +79.9% |
| All | +114.8% | +129.3% | -14.6% | +79.9% |
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 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