+319.1%
DELL vs MRK
+84.5%
+234.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.4% |
| 7D | +14.9% | +1.3% | +13.5% | +15.0% |
| 30D | +13.3% | +17.1% | -3.9% | +14.1% |
| 3M | +24.4% | +25.9% | -1.5% | +24.1% |
| 6M | +258.0% | +26.8% | +231.2% | +255.5% |
| YTD | +320.2% | +44.9% | +275.3% | +313.3% |
| 1Y | +319.1% | +84.8% | +234.2% | +286.4% |
| All | +319.1% | +84.5% | +234.5% | +286.4% |
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