+477.0%
MRK vs BG
+1,181.2%
-704.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +12.7% | +10.3% | +2.4% | +10.7% |
| 3M | +24.2% | -1.9% | +26.1% | +24.3% |
| 6M | +27.8% | +5.2% | +22.6% | +26.0% |
| YTD | +42.2% | +41.2% | +1.1% | +33.0% |
| 1Y | +80.2% | +50.5% | +29.7% | +66.2% |
| 3Y | +48.4% | +19.9% | +28.5% | +40.9% |
| 5Y | +133.6% | +86.7% | +46.9% | +101.1% |
| 10Y | +236.2% | +167.5% | +68.8% | +158.0% |
| All | +477.0% | +1,181.2% | -704.2% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling