+518.5%
MRK vs BX
+873.6%
-355.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | 0.0% |
| 7D | -2.7% | -5.7% | +3.0% | -1.8% |
| 30D | +12.7% | -8.9% | +21.6% | +14.4% |
| 3M | +24.2% | +8.4% | +15.8% | +22.4% |
| 6M | +27.8% | +18.9% | +8.9% | +23.7% |
| YTD | +42.2% | -13.6% | +55.8% | +44.3% |
| 1Y | +80.2% | -22.4% | +102.6% | +85.7% |
| 3Y | +48.4% | +26.0% | +22.4% | +38.5% |
| 5Y | +133.6% | +18.8% | +114.8% | +111.9% |
| 10Y | +236.2% | +668.7% | -432.5% | +111.3% |
| All | +518.5% | +873.6% | -355.1% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling