+52.1%
JNJ vs MRK
+76.4%
-24.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.5% | -4.3% | +0.8% | -2.3% |
| 30D | +2.3% | +8.3% | -6.0% | -0.3% |
| 3M | +12.0% | +20.0% | -8.1% | +5.6% |
| 6M | +10.5% | +25.7% | -15.2% | +3.0% |
| YTD | +30.4% | +38.7% | -8.3% | +19.4% |
| 1Y | +52.1% | +74.7% | -22.5% | +33.3% |
| All | +52.1% | +76.4% | -24.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling