+3,665.8%
MRK vs BKR
+528.0%
+3,137.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.0% |
| 7D | -5.0% | -6.7% | +1.7% | -4.1% |
| 30D | +11.0% | -8.3% | +19.3% | +12.3% |
| 3M | +22.4% | -5.4% | +27.8% | +23.1% |
| 6M | +25.4% | +0.8% | +24.6% | +24.6% |
| YTD | +39.5% | +31.8% | +7.6% | +33.2% |
| 1Y | +78.0% | +28.6% | +49.4% | +70.3% |
| 3Y | +45.5% | +71.2% | -25.7% | +31.8% |
| 5Y | +130.3% | +179.2% | -49.0% | +89.6% |
| 10Y | +229.8% | +124.0% | +105.9% | +162.9% |
| All | +3,665.8% | +528.0% | +3,137.8% | +2,062.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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