+18.8%
JPM vs MRK
+76.4%
-57.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.7% | -4.3% | +3.6% | -0.3% |
| 30D | -2.5% | +8.3% | -10.7% | -3.2% |
| 3M | +14.1% | +20.0% | -5.9% | +11.6% |
| 6M | +25.1% | +25.7% | -0.6% | +21.6% |
| YTD | +12.1% | +38.7% | -26.6% | +7.5% |
| 1Y | +18.8% | +74.7% | -55.9% | +14.0% |
| All | +18.8% | +76.4% | -57.5% | +14.0% |
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