+8,422.4%
JNJ vs MRK
+3,807.5%
+4,614.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | -3.0% | -2.7% | -0.2% | -1.8% |
| 30D | +2.5% | +12.7% | -10.2% | -2.9% |
| 3M | +13.2% | +24.2% | -11.0% | +3.0% |
| 6M | +11.3% | +27.8% | -16.5% | -0.2% |
| YTD | +31.1% | +42.2% | -11.1% | +12.3% |
| 1Y | +54.3% | +80.2% | -25.9% | +19.1% |
| 3Y | +81.1% | +48.4% | +32.8% | +48.4% |
| 5Y | +82.7% | +133.6% | -50.9% | +21.5% |
| 10Y | +196.5% | +236.2% | -39.8% | +66.6% |
| All | +8,422.4% | +3,807.5% | +4,614.9% | +805.7% |
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 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