+129.9%
MRK vs BN
+33.2%
+96.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.3% | -5.2% | +0.9% | -3.8% |
| 30D | +8.3% | -14.5% | +22.8% | +9.7% |
| 3M | +20.0% | -15.0% | +35.0% | +21.6% |
| 6M | +25.7% | -5.4% | +31.1% | +26.1% |
| YTD | +38.7% | -16.4% | +55.2% | +40.3% |
| 1Y | +74.7% | -16.2% | +90.9% | +76.5% |
| 3Y | +45.4% | +67.5% | -22.2% | +38.8% |
| All | +129.9% | +33.2% | +96.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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