+246.3%
HPE vs MRK
+45.2%
+201.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -6.2% |
| 7D | +1.4% | -5.0% | +6.4% | +1.5% |
| 30D | +1.5% | +11.0% | -9.4% | +1.5% |
| 3M | +21.7% | +22.4% | -0.6% | +20.9% |
| 6M | +164.2% | +25.4% | +138.8% | +161.6% |
| YTD | +132.1% | +39.5% | +92.6% | +127.9% |
| 1Y | +130.6% | +78.0% | +52.7% | +121.7% |
| All | +246.3% | +45.2% | +201.1% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling