+129.9%
MRK vs BX
+17.9%
+111.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.7% |
| 7D | -4.3% | -5.6% | +1.4% | -4.0% |
| 30D | +8.3% | -12.2% | +20.5% | +9.0% |
| 3M | +20.0% | +7.4% | +12.6% | +19.6% |
| 6M | +25.7% | +22.2% | +3.5% | +24.3% |
| YTD | +38.7% | -14.0% | +52.7% | +39.6% |
| 1Y | +74.7% | -27.3% | +102.0% | +77.2% |
| 3Y | +45.4% | +24.5% | +20.8% | +43.2% |
| All | +129.9% | +17.9% | +111.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 5y: compounded portfolio wealth divided by compounded BX 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…
5y analysis · Full analysis span regression · 6 months rolling