+84.6%
MRK vs CNC
+122.0%
-37.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.6% | -8.7% | +2.8% |
| 7D | +6.7% | +13.4% | -6.7% | +5.4% |
| 30D | +7.8% | +18.2% | -10.5% | +6.2% |
| 3M | +18.2% | +18.6% | -0.5% | +16.4% |
| 6M | +34.7% | +41.9% | -7.2% | +30.2% |
| YTD | +45.8% | +84.7% | -38.9% | +35.9% |
| 1Y | +84.6% | +110.5% | -25.9% | +64.2% |
| All | +84.6% | +122.0% | -37.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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