+13,164.2%
GOOG vs MRK
+649.2%
+12,515.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.6% | -2.7% | +1.2% | -0.7% |
| 30D | -7.7% | +12.7% | -20.3% | -11.3% |
| 3M | -9.3% | +24.2% | -33.5% | -15.8% |
| 6M | +7.4% | +27.8% | -20.4% | -1.4% |
| YTD | +4.9% | +42.2% | -37.4% | -7.2% |
| 1Y | +37.2% | +80.2% | -43.0% | +12.1% |
| 3Y | +141.6% | +48.4% | +93.2% | +105.3% |
| 5Y | +128.8% | +133.6% | -4.8% | +62.1% |
| 10Y | +772.7% | +236.2% | +536.5% | +437.6% |
| All | +13,164.2% | +649.2% | +12,515.0% | +5,769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling