+643.2%
MRK vs BAH
+1,076.0%
-432.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | +0.3% | +20.8% | -20.5% | -3.4% |
| 3M | +9.7% | +11.6% | -1.9% | +7.1% |
| 6M | +32.0% | +23.1% | +8.9% | +25.9% |
| YTD | +43.3% | +5.3% | +38.0% | +39.4% |
| 1Y | +63.7% | +6.1% | +57.5% | +58.8% |
| 3Y | +58.0% | -27.5% | +85.5% | +61.4% |
| 5Y | +105.0% | +6.2% | +98.8% | +88.6% |
| 10Y | +228.6% | +202.2% | +26.4% | +138.2% |
| All | +643.2% | +1,076.0% | -432.8% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling