+220,352.4%
CSCO vs MRK
+4,142.5%
+216,209.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | -0.7% | +1.3% | -2.0% | -1.1% |
| 30D | -10.1% | +17.1% | -27.3% | -15.5% |
| 3M | -15.7% | +25.9% | -41.6% | -23.1% |
| 6M | +36.3% | +26.8% | +9.5% | +23.6% |
| YTD | +43.8% | +44.9% | -1.1% | +24.1% |
| 1Y | +63.9% | +84.8% | -20.9% | +28.5% |
| 3Y | +104.4% | +50.1% | +54.2% | +68.7% |
| 5Y | +111.4% | +127.4% | -16.1% | +46.1% |
| 10Y | +361.7% | +240.0% | +121.7% | +172.4% |
| All | +220,352.4% | +4,142.5% | +216,209.9% | +26,561.6% |
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