+3,763.3%
MRK vs BAX
+862.9%
+2,900.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.5% | +0.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.1% |
| 30D | +15.5% | -9.7% | +25.2% | +19.8% |
| 3M | +25.1% | +29.3% | -4.2% | +13.0% |
| 6M | +30.1% | +40.7% | -10.6% | +13.2% |
| YTD | +43.1% | +30.3% | +12.8% | +26.5% |
| 1Y | +82.5% | +3.4% | +79.1% | +74.4% |
| 3Y | +49.3% | -32.0% | +81.3% | +60.0% |
| 5Y | +130.3% | -66.9% | +197.1% | +215.3% |
| 10Y | +234.3% | -37.1% | +271.4% | +244.5% |
| All | +3,763.3% | +862.9% | +2,900.5% | +1,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling