+224.4%
MRK vs BRKR
+155.3%
+69.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -8.7% | +4.4% | -2.8% |
| 30D | +8.3% | -9.9% | +18.1% | +10.1% |
| 3M | +20.0% | -3.1% | +23.1% | +19.3% |
| 6M | +25.7% | +45.5% | -19.8% | +14.4% |
| YTD | +38.7% | +13.7% | +25.1% | +31.8% |
| 1Y | +74.7% | +67.4% | +7.3% | +53.1% |
| 3Y | +45.4% | -13.2% | +58.6% | +39.1% |
| 5Y | +129.0% | -39.5% | +168.5% | +132.6% |
| All | +224.4% | +155.3% | +69.1% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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