+143.8%
IBM vs MRK
+230.6%
-86.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.6% | -4.3% | +7.8% | +5.0% |
| 30D | +3.1% | +8.3% | -5.2% | +0.2% |
| 3M | -10.8% | +20.0% | -30.9% | -16.1% |
| 6M | -0.8% | +25.7% | -26.5% | -8.4% |
| YTD | -16.2% | +38.7% | -54.9% | -25.5% |
| 1Y | -2.9% | +74.7% | -77.6% | -20.7% |
| 3Y | +79.8% | +45.4% | +34.5% | +52.6% |
| 5Y | +124.9% | +129.0% | -4.1% | +49.3% |
| All | +143.8% | +230.6% | -86.8% | +41.5% |
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