-13.3%
IBM vs MRK
+87.2%
-100.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.2% |
| 7D | +0.4% | +6.7% | -6.3% | -0.3% |
| 30D | +14.8% | +7.8% | +7.0% | +13.6% |
| 3M | +8.9% | +18.2% | -9.2% | +6.3% |
| 6M | +12.4% | +34.7% | -22.2% | +9.7% |
| YTD | -12.4% | +45.8% | -58.2% | -17.1% |
| 1Y | -13.3% | +84.6% | -97.8% | -21.2% |
| All | -13.3% | +87.2% | -100.4% | -21.2% |
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 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