+224.4%
MRK vs BDX
+59.3%
+165.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -4.3% | -3.2% | -1.1% | -3.0% |
| 30D | +8.3% | -2.5% | +10.8% | +9.5% |
| 3M | +20.0% | +21.4% | -1.4% | +11.3% |
| 6M | +25.7% | +10.4% | +15.3% | +20.6% |
| YTD | +38.7% | +18.8% | +19.9% | +29.1% |
| 1Y | +74.7% | +21.7% | +53.0% | +61.1% |
| 3Y | +45.4% | -10.0% | +55.3% | +47.5% |
| 5Y | +129.0% | -1.8% | +130.8% | +121.0% |
| All | +224.4% | +59.3% | +165.1% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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