+391.5%
MRK vs CNH
+64.7%
+326.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -1.9% |
| 7D | +1.3% | +23.3% | -22.0% | -1.9% |
| 30D | +17.1% | +33.5% | -16.3% | +12.0% |
| 3M | +25.9% | +32.7% | -6.8% | +20.2% |
| 6M | +26.8% | +22.2% | +4.6% | +22.1% |
| YTD | +44.9% | +57.7% | -12.8% | +34.2% |
| 1Y | +84.8% | +28.0% | +56.9% | +76.3% |
| 3Y | +50.1% | +11.5% | +38.6% | +44.0% |
| 5Y | +127.4% | +11.9% | +115.6% | +113.4% |
| 10Y | +240.0% | +162.8% | +77.2% | +158.8% |
| All | +391.5% | +64.7% | +326.8% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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