+102.3%
INTC vs MRK
+128.6%
-26.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.4% |
| 7D | +9.4% | -5.0% | +14.4% | +9.9% |
| 30D | +2.7% | +11.0% | -8.3% | +1.4% |
| 3M | -6.3% | +22.4% | -28.7% | -8.9% |
| 6M | +114.5% | +25.4% | +89.1% | +107.5% |
| YTD | +171.9% | +39.5% | +132.4% | +158.7% |
| 1Y | +305.0% | +78.0% | +227.0% | +270.4% |
| 3Y | +168.3% | +45.5% | +122.8% | +146.7% |
| 5Y | +102.3% | +130.3% | -28.0% | +73.7% |
| All | +102.3% | +128.6% | -26.3% | +73.7% |
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