+77.8%
JNJ vs MRK
+44.4%
+33.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 3M | +12.0% | +20.0% | -8.1% | +5.9% |
| 6M | +10.5% | +25.7% | -15.2% | +3.1% |
| YTD | +30.4% | +38.7% | -8.3% | +18.5% |
| 1Y | +52.1% | +74.7% | -22.5% | +29.7% |
| 3Y | +77.8% | +45.4% | +32.4% | +48.7% |
| All | +77.8% | +44.4% | +33.4% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling