+2,562.9%
IBM vs MRK
+3,836.7%
-1,273.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +4.9% | +9.7% | -4.7% | +1.9% |
| 6M | +16.8% | +32.0% | -15.2% | +7.7% |
| YTD | -14.3% | +43.3% | -57.6% | -23.1% |
| 1Y | -16.7% | +63.7% | -80.4% | -28.1% |
| 3Y | +82.2% | +58.0% | +24.2% | +55.8% |
| 5Y | +149.9% | +105.0% | +45.0% | +96.6% |
| 10Y | +142.6% | +228.6% | -86.0% | +66.0% |
| All | +2,562.9% | +3,836.7% | -1,273.8% | +625.9% |
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