+361.6%
LRCX vs MRK
+44.4%
+317.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | -8.6% | +8.3% | -16.8% | -9.3% |
| 3M | -17.7% | +20.0% | -37.7% | -19.7% |
| 6M | +36.4% | +25.7% | +10.7% | +31.9% |
| YTD | +74.5% | +38.7% | +35.8% | +66.4% |
| 1Y | +159.4% | +74.7% | +84.8% | +138.5% |
| 3Y | +361.6% | +45.4% | +316.2% | +315.2% |
| All | +361.6% | +44.4% | +317.2% | +315.2% |
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