+129.9%
MRK vs BHP
+110.7%
+19.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -3.6% | -0.6% | -4.0% |
| 30D | +8.3% | -1.2% | +9.5% | +8.4% |
| 3M | +20.0% | +1.2% | +18.8% | +19.9% |
| 6M | +25.7% | +21.4% | +4.3% | +23.2% |
| YTD | +38.7% | +50.4% | -11.7% | +33.6% |
| 1Y | +74.7% | +67.5% | +7.2% | +66.6% |
| 3Y | +45.4% | +72.8% | -27.5% | +37.0% |
| All | +129.9% | +110.7% | +19.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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