+105.3%
MRK vs AXON
+76.8%
+28.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | -27.4% | +29.7% | +2.3% |
| 30D | +1.7% | -28.5% | +30.1% | +1.7% |
| 3M | +13.8% | -49.3% | +63.0% | +13.6% |
| 6M | +34.7% | -25.0% | +59.7% | +35.3% |
| YTD | +43.6% | -46.7% | +90.3% | +43.9% |
| 1Y | +75.7% | -48.3% | +123.9% | +76.1% |
| 3Y | +60.0% | +38.8% | +21.2% | +56.5% |
| All | +105.3% | +76.8% | +28.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling