+224.4%
MRK vs BAX
-38.1%
+262.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | -4.3% | -7.9% | +3.6% | -2.1% |
| 30D | +8.3% | -11.7% | +19.9% | +12.0% |
| 3M | +20.0% | +16.2% | +3.8% | +14.5% |
| 6M | +25.7% | +32.0% | -6.3% | +15.1% |
| YTD | +38.7% | +24.7% | +14.0% | +27.8% |
| 1Y | +74.7% | -2.6% | +77.3% | +72.1% |
| 3Y | +45.4% | -35.0% | +80.3% | +56.4% |
| 5Y | +129.0% | -67.6% | +196.6% | +209.1% |
| All | +224.4% | -38.1% | +262.5% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling