+49.0%
MRK vs BBWI
-47.8%
+96.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.4% |
| 7D | -2.7% | -4.4% | +1.7% | -2.5% |
| 30D | +12.7% | -7.4% | +20.1% | +12.9% |
| 3M | +24.2% | -2.2% | +26.5% | +24.1% |
| 6M | +27.8% | -16.3% | +44.1% | +28.5% |
| YTD | +42.2% | -9.1% | +51.3% | +42.1% |
| 1Y | +80.2% | -34.5% | +114.7% | +82.7% |
| All | +49.0% | -47.8% | +96.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling