+129.9%
MRK vs BNY
+256.6%
-126.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.3% | -2.9% | -4.1% |
| 30D | +8.3% | -0.2% | +8.4% | +8.3% |
| 3M | +20.0% | +14.9% | +5.1% | +17.3% |
| 6M | +25.7% | +40.0% | -14.3% | +18.9% |
| YTD | +38.7% | +42.0% | -3.2% | +30.7% |
| 1Y | +74.7% | +56.9% | +17.8% | +61.6% |
| 3Y | +45.4% | +289.9% | -244.5% | +13.9% |
| All | +129.9% | +256.6% | -126.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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