+79.2%
MRK vs BRO
-4.7%
+83.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | +0.4% | +9.9% | -9.5% | -0.8% |
| 30D | +3.5% | +22.3% | -18.8% | +0.8% |
| 3M | +15.2% | +5.3% | +9.8% | +14.5% |
| 6M | +31.6% | +30.3% | +1.2% | +27.7% |
| YTD | +42.5% | -5.7% | +48.2% | +45.3% |
| 1Y | +79.2% | -3.5% | +82.7% | +82.2% |
| All | +79.2% | -4.7% | +83.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling