+84.6%
MRK vs BWA
+17.4%
+67.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +4.2% |
| 7D | +6.7% | -9.9% | +16.6% | +7.7% |
| 30D | +7.8% | -16.4% | +24.1% | +9.6% |
| 3M | +18.2% | -19.8% | +38.0% | +20.4% |
| 6M | +34.7% | -10.0% | +44.6% | +33.5% |
| YTD | +45.8% | +12.7% | +33.0% | +33.0% |
| 1Y | +84.6% | +15.7% | +68.9% | +67.1% |
| All | +84.6% | +17.4% | +67.2% | +67.1% |
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