+833.1%
GLW vs MRK
+232.4%
+600.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | +11.7% | -5.0% | +16.7% | +13.5% |
| 30D | +2.7% | +11.0% | -8.3% | -1.6% |
| 3M | -2.8% | +22.4% | -25.2% | -10.6% |
| 6M | +20.2% | +25.4% | -5.2% | +9.4% |
| YTD | +87.3% | +39.5% | +47.8% | +63.9% |
| 1Y | +119.6% | +78.0% | +41.6% | +74.3% |
| 3Y | +453.7% | +45.5% | +408.1% | +362.7% |
| 5Y | +376.1% | +130.3% | +245.8% | +198.8% |
| All | +833.1% | +232.4% | +600.7% | +407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling