+122.4%
GLW vs MRK
+76.4%
+46.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +7.8% | -4.3% | +12.1% | +7.8% |
| 30D | -0.4% | +8.3% | -8.7% | -0.8% |
| 3M | -5.6% | +20.0% | -25.6% | -7.3% |
| 6M | +26.7% | +25.7% | +1.1% | +23.4% |
| YTD | +91.0% | +38.7% | +52.3% | +84.6% |
| 1Y | +122.4% | +74.7% | +47.7% | +110.5% |
| All | +122.4% | +76.4% | +46.0% | +110.5% |
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