+4.4%
GOOGL vs MRK
+87.2%
-82.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.8% | +3.3% |
| 7D | -11.1% | +6.7% | -17.8% | -10.9% |
| 30D | -16.6% | +7.8% | -24.4% | -16.4% |
| 3M | -23.4% | +18.2% | -41.6% | -23.0% |
| 6M | -24.5% | +34.7% | -59.2% | -25.2% |
| YTD | -7.5% | +45.8% | -53.3% | -9.5% |
| 1Y | +4.4% | +84.6% | -80.2% | -3.9% |
| All | +4.4% | +87.2% | -82.8% | -3.9% |
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 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