+143.3%
DELL vs MRK
+87.2%
+56.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.8% | -8.2% |
| 7D | -24.6% | +6.7% | -31.3% | -23.8% |
| 30D | -32.5% | +7.8% | -40.2% | -31.6% |
| 3M | -20.2% | +18.2% | -38.4% | -17.7% |
| 6M | +76.5% | +34.7% | +41.8% | +79.5% |
| YTD | +198.9% | +45.8% | +153.1% | +212.9% |
| 1Y | +143.3% | +84.6% | +58.8% | +155.9% |
| All | +143.3% | +87.2% | +56.2% | +155.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling