+45.4%
MRK vs BTG
+94.8%
-49.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -4.3% | -3.8% | -0.5% | -4.2% |
| 30D | +8.3% | +3.6% | +4.6% | +8.2% |
| 3M | +20.0% | +32.0% | -12.0% | +19.4% |
| 6M | +25.7% | +3.4% | +22.3% | +25.4% |
| YTD | +38.7% | +20.8% | +18.0% | +38.1% |
| 1Y | +74.7% | +22.4% | +52.3% | +73.3% |
| 3Y | +45.4% | +91.7% | -46.4% | +42.5% |
| All | +45.4% | +94.8% | -49.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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