+755.6%
GOOGL vs MRK
+230.6%
+524.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | 0.0% | -4.3% | +4.3% | +1.0% |
| 30D | -1.4% | +8.3% | -9.7% | -3.5% |
| 3M | -5.3% | +20.0% | -25.4% | -10.1% |
| 6M | +9.8% | +25.7% | -15.9% | +2.8% |
| YTD | +8.4% | +38.7% | -30.4% | -1.5% |
| 1Y | +41.2% | +74.7% | -33.5% | +19.9% |
| 3Y | +149.6% | +45.4% | +104.2% | +118.8% |
| 5Y | +142.6% | +129.0% | +13.5% | +71.4% |
| All | +755.6% | +230.6% | +524.9% | +439.0% |
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