+3,160.5%
MRK vs BWA
+3,424.3%
-263.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -0.9% | +4.3% | -5.2% | -1.7% |
| 30D | +15.5% | -2.9% | +18.4% | +15.9% |
| 3M | +25.1% | -12.4% | +37.5% | +27.6% |
| 6M | +30.1% | +28.6% | +1.5% | +23.8% |
| YTD | +43.1% | +48.2% | -5.1% | +32.2% |
| 1Y | +82.5% | +50.9% | +31.5% | +67.8% |
| 3Y | +49.3% | +72.2% | -22.8% | +32.0% |
| 5Y | +130.3% | +91.1% | +39.2% | +95.7% |
| 10Y | +234.3% | +144.0% | +90.3% | +157.6% |
| All | +3,160.5% | +3,424.3% | -263.8% | +1,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling