+84.8%
MRK vs BWA
+59.1%
+25.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.6% |
| 7D | +1.3% | +5.7% | -4.3% | +0.7% |
| 30D | +17.1% | +1.4% | +15.7% | +16.8% |
| 3M | +25.9% | -12.1% | +38.0% | +28.1% |
| 6M | +26.8% | +28.6% | -1.7% | +20.6% |
| YTD | +44.9% | +51.1% | -6.2% | +29.9% |
| 1Y | +84.8% | +55.9% | +29.0% | +64.8% |
| All | +84.8% | +59.1% | +25.8% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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