+434.2%
MRK vs AXON
+101,343.3%
-100,909.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.1% |
| 7D | +1.3% | -14.2% | +15.5% | +2.2% |
| 30D | +17.1% | -15.4% | +32.5% | +18.1% |
| 3M | +25.9% | +0.5% | +25.4% | +25.4% |
| 6M | +26.8% | -9.5% | +36.3% | +26.7% |
| YTD | +44.9% | -9.2% | +54.1% | +44.3% |
| 1Y | +84.8% | -29.4% | +114.2% | +86.6% |
| 3Y | +50.1% | +139.4% | -89.3% | +38.0% |
| 5Y | +127.4% | +178.9% | -51.5% | +104.1% |
| 10Y | +240.0% | +1,840.8% | -1,600.8% | +157.4% |
| All | +434.2% | +101,343.3% | -100,909.1% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling