+11,024.8%
JPM vs MRK
+3,832.1%
+7,192.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -1.1% | +15.5% | -16.6% | -7.7% |
| 3M | +14.1% | +25.1% | -11.0% | +2.5% |
| 6M | +23.3% | +30.1% | -6.8% | +8.4% |
| YTD | +11.3% | +43.1% | -31.8% | -6.5% |
| 1Y | +23.0% | +82.5% | -59.5% | -7.8% |
| 3Y | +162.6% | +49.3% | +113.2% | +108.3% |
| 5Y | +152.8% | +130.3% | +22.5% | +60.4% |
| 10Y | +583.6% | +234.3% | +349.3% | +260.1% |
| All | +11,024.8% | +3,832.1% | +7,192.7% | +1,467.9% |
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 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