+1,145.9%
DELL vs MRK
+128.0%
+1,017.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.0% |
| 7D | +8.2% | -4.3% | +12.5% | +8.6% |
| 30D | +17.1% | +8.3% | +8.8% | +16.4% |
| 3M | +45.2% | +20.0% | +25.1% | +42.5% |
| 6M | +286.8% | +25.7% | +261.1% | +276.9% |
| YTD | +354.8% | +38.7% | +316.0% | +339.4% |
| 1Y | +358.3% | +74.7% | +283.6% | +330.4% |
| 3Y | +724.9% | +45.4% | +679.5% | +673.0% |
| All | +1,145.9% | +128.0% | +1,017.9% | +969.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling