+224.4%
MRK vs BMY
+63.7%
+160.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -4.8% | +0.5% | -2.3% |
| 30D | +8.3% | -0.1% | +8.4% | +8.5% |
| 3M | +20.0% | +13.1% | +6.9% | +14.3% |
| 6M | +25.7% | +8.4% | +17.3% | +21.3% |
| YTD | +38.7% | +22.0% | +16.8% | +27.8% |
| 1Y | +74.7% | +40.3% | +34.4% | +51.9% |
| 3Y | +45.4% | +20.5% | +24.8% | +32.1% |
| 5Y | +129.0% | +23.7% | +105.3% | +105.8% |
| All | +224.4% | +63.7% | +160.7% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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