+129.9%
MRK vs BG
+81.8%
+48.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -4.3% | +3.1% | -7.4% | -4.6% |
| 30D | +8.3% | +10.2% | -1.9% | +7.0% |
| 3M | +20.0% | -1.7% | +21.7% | +20.1% |
| 6M | +25.7% | +1.0% | +24.7% | +25.0% |
| YTD | +38.7% | +39.9% | -1.2% | +32.2% |
| 1Y | +74.7% | +53.2% | +21.5% | +64.5% |
| 3Y | +45.4% | +16.3% | +29.1% | +39.1% |
| All | +129.9% | +81.8% | +48.1% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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