+206,635.5%
CSCO vs MRK
+4,071.6%
+202,563.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | 0.0% | +6.6% | +6.6% |
| 30D | -11.3% | +3.5% | -14.9% | -12.6% |
| 3M | -17.3% | +11.2% | -28.5% | -21.0% |
| 6M | +3.5% | +32.5% | -29.0% | -7.6% |
| YTD | +34.9% | +42.5% | -7.6% | +16.7% |
| 1Y | +40.5% | +65.4% | -24.9% | +14.9% |
| 3Y | +109.3% | +58.8% | +50.4% | +68.7% |
| 5Y | +105.9% | +103.9% | +2.0% | +48.9% |
| 10Y | +335.8% | +226.8% | +109.0% | +160.6% |
| All | +206,635.5% | +4,071.6% | +202,563.9% | +24,980.3% |
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