+394.5%
GLW vs MRK
+129.3%
+265.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +16.9% | -2.7% | +19.6% | +17.2% |
| 30D | +7.0% | +12.7% | -5.7% | +5.4% |
| 3M | -3.0% | +24.2% | -27.2% | -5.8% |
| 6M | +31.0% | +27.8% | +3.2% | +26.6% |
| YTD | +93.4% | +42.2% | +51.2% | +84.6% |
| 1Y | +134.7% | +80.2% | +54.5% | +117.2% |
| 3Y | +471.8% | +48.4% | +423.4% | +436.5% |
| 5Y | +394.5% | +133.6% | +260.9% | +330.4% |
| All | +394.5% | +129.3% | +265.1% | +330.4% |
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 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