+45.4%
MRK vs BRO
-7.6%
+53.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -7.3% | +3.1% | -3.0% |
| 30D | +8.3% | -6.9% | +15.1% | +9.6% |
| 3M | +20.0% | +10.7% | +9.4% | +18.0% |
| 6M | +25.7% | -2.7% | +28.4% | +25.8% |
| YTD | +38.7% | -16.3% | +55.1% | +42.7% |
| 1Y | +74.7% | -29.1% | +103.8% | +85.0% |
| 3Y | +45.4% | -7.8% | +53.2% | +53.8% |
| All | +45.4% | -7.6% | +53.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling