+155.0%
HPE vs MRK
+76.4%
+78.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +13.0% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +18.9% |
| 30D | +5.6% | +8.3% | -2.7% | +6.9% |
| 3M | +33.1% | +20.0% | +13.0% | +35.2% |
| 6M | +192.5% | +25.7% | +166.8% | +195.8% |
| YTD | +160.9% | +38.7% | +122.2% | +162.6% |
| 1Y | +155.0% | +74.7% | +80.3% | +152.6% |
| All | +155.0% | +76.4% | +78.6% | +152.6% |
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