+193,725.9%
CSCO vs MRK
+4,094.6%
+189,631.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | -15.8% | +0.3% | -16.1% | -16.1% |
| 3M | -15.4% | +9.7% | -25.0% | -18.7% |
| 6M | -5.4% | +32.0% | -37.4% | -15.5% |
| YTD | +26.5% | +43.3% | -16.8% | +9.2% |
| 1Y | +25.9% | +63.7% | -37.8% | +3.3% |
| 3Y | +97.5% | +58.0% | +39.5% | +59.6% |
| 5Y | +93.0% | +105.0% | -12.0% | +39.3% |
| 10Y | +308.6% | +228.6% | +80.0% | +143.8% |
| All | +193,725.9% | +4,094.6% | +189,631.3% | +23,365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling