+453.0%
MRK vs BB
+258.8%
+194.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -5.6% | +7.0% | +1.6% |
| 30D | +17.1% | -11.8% | +28.9% | +17.7% |
| 3M | +25.9% | -25.5% | +51.4% | +27.0% |
| 6M | +26.8% | +121.3% | -94.4% | +21.9% |
| YTD | +44.9% | +103.2% | -58.3% | +39.8% |
| 1Y | +84.8% | +102.6% | -17.8% | +77.9% |
| 3Y | +50.1% | +37.5% | +12.6% | +44.7% |
| 5Y | +127.4% | -30.4% | +157.9% | +123.3% |
| 10Y | +240.0% | 0.0% | +240.0% | +210.0% |
| All | +453.0% | +258.8% | +194.2% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling