+150.1%
IBM vs MRK
+104.6%
+45.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +9.2% | +0.3% | +8.9% | +9.1% |
| 3M | +4.9% | +9.7% | -4.7% | +3.1% |
| 6M | +16.8% | +32.0% | -15.2% | +11.6% |
| YTD | -14.3% | +43.3% | -57.6% | -19.7% |
| 1Y | -16.7% | +63.7% | -80.4% | -23.8% |
| 3Y | +82.2% | +58.0% | +24.2% | +62.8% |
| All | +150.1% | +104.6% | +45.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling