+16,554.9%
INTC vs MRK
+3,832.1%
+12,722.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.2% | +10.3% | +9.5% |
| 7D | +17.4% | -0.9% | +18.4% | +17.7% |
| 30D | +2.8% | +15.5% | -12.7% | -2.8% |
| 3M | -5.3% | +25.1% | -30.4% | -13.4% |
| 6M | +140.6% | +30.1% | +110.5% | +116.1% |
| YTD | +183.1% | +43.1% | +140.0% | +145.9% |
| 1Y | +326.8% | +82.5% | +244.3% | +238.2% |
| 3Y | +179.4% | +49.3% | +130.1% | +132.7% |
| 5Y | +111.7% | +130.3% | -18.5% | +47.4% |
| 10Y | +253.8% | +234.3% | +19.5% | +113.6% |
| All | +16,554.9% | +3,832.1% | +12,722.8% | +3,015.8% |
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