+32.9%
MRK vs BTSG
+421.3%
-388.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.3% | -1.3% |
| 7D | -0.9% | +5.7% | -6.7% | -1.1% |
| 30D | +15.5% | +0.2% | +15.3% | +15.5% |
| 3M | +25.1% | +5.6% | +19.5% | +24.6% |
| 6M | +30.1% | +50.8% | -20.7% | +27.6% |
| YTD | +43.1% | +67.0% | -23.9% | +40.0% |
| 1Y | +82.5% | +145.5% | -63.1% | +77.5% |
| All | +32.9% | +421.3% | -388.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 all: compounded portfolio wealth divided by compounded BTSG 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…
all analysis · Full analysis span regression · 6 months rolling