+78.0%
MRK vs BAH
-24.1%
+102.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.8% | -6.7% | -2.3% |
| 7D | -5.0% | +2.4% | -7.4% | -5.2% |
| 30D | +11.0% | -2.9% | +13.9% | +11.2% |
| 3M | +22.4% | -1.3% | +23.7% | +22.0% |
| 6M | +25.4% | -0.9% | +26.3% | +24.7% |
| YTD | +39.5% | -8.2% | +47.7% | +37.5% |
| 1Y | +78.0% | -24.0% | +101.9% | +86.4% |
| All | +78.0% | -24.1% | +102.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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