+129.9%
MRK vs BB
-26.5%
+156.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +8.3% | -12.5% | +20.8% | +8.3% |
| 3M | +20.0% | -17.4% | +37.5% | +19.9% |
| 6M | +25.7% | +119.1% | -93.5% | +25.8% |
| YTD | +38.7% | +102.4% | -63.6% | +38.9% |
| 1Y | +74.7% | +98.2% | -23.5% | +74.8% |
| 3Y | +45.4% | +46.9% | -1.6% | +45.6% |
| All | +129.9% | -26.5% | +156.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling