+677.7%
HPE vs MRK
+322.5%
+355.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +9.0% | +8.1% |
| 7D | +10.1% | -0.9% | +11.1% | +10.4% |
| 30D | +5.3% | +15.5% | -10.2% | +0.5% |
| 3M | +12.7% | +25.1% | -12.4% | +4.3% |
| 6M | +167.7% | +30.1% | +137.6% | +143.8% |
| YTD | +135.5% | +43.1% | +92.3% | +107.3% |
| 1Y | +143.4% | +82.5% | +60.9% | +95.9% |
| 3Y | +249.2% | +49.3% | +199.9% | +191.9% |
| 5Y | +343.8% | +130.3% | +213.6% | +193.6% |
| 10Y | +495.9% | +234.3% | +261.5% | +223.7% |
| All | +677.7% | +322.5% | +355.1% | +253.8% |
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