+130.3%
MRK vs BMY
+22.8%
+107.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -5.0% | -6.4% | +1.4% | -2.3% |
| 30D | +11.0% | +0.2% | +10.7% | +11.0% |
| 3M | +22.4% | +16.0% | +6.4% | +15.3% |
| 6M | +25.4% | +8.3% | +17.1% | +21.0% |
| YTD | +39.5% | +22.2% | +17.3% | +28.2% |
| 1Y | +78.0% | +41.7% | +36.3% | +53.8% |
| 3Y | +45.5% | +20.7% | +24.8% | +35.9% |
| 5Y | +130.3% | +23.9% | +106.3% | +119.7% |
| All | +130.3% | +22.8% | +107.5% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling