+192.5%
JNJ vs MRK
+230.6%
-38.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.5% | -4.3% | +0.8% | -1.8% |
| 30D | +2.3% | +8.3% | -6.0% | -1.4% |
| 3M | +12.0% | +20.0% | -8.1% | +3.4% |
| 6M | +10.5% | +25.7% | -15.2% | -0.2% |
| YTD | +30.4% | +38.7% | -8.3% | +12.9% |
| 1Y | +52.1% | +74.7% | -22.5% | +18.9% |
| 3Y | +77.8% | +45.4% | +32.4% | +46.4% |
| 5Y | +82.9% | +129.0% | -46.1% | +17.5% |
| All | +192.5% | +230.6% | -38.1% | +58.4% |
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