+590.9%
JPM vs MRK
+230.6%
+360.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.7% | -4.3% | +3.6% | +0.8% |
| 30D | -2.5% | +8.3% | -10.7% | -5.5% |
| 3M | +14.1% | +20.0% | -5.9% | +6.3% |
| 6M | +25.1% | +25.7% | -0.6% | +14.3% |
| YTD | +12.1% | +38.7% | -26.6% | -1.4% |
| 1Y | +18.8% | +74.7% | -55.9% | -4.6% |
| 3Y | +163.4% | +45.4% | +118.1% | +120.1% |
| 5Y | +156.5% | +129.0% | +27.5% | +64.4% |
| All | +590.9% | +230.6% | +360.2% | +282.9% |
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