+105.7%
MRK vs COR
+203.9%
-98.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.2% |
| 7D | +0.7% | +7.8% | -7.1% | -1.3% |
| 30D | +0.3% | +7.0% | -6.7% | -1.6% |
| 3M | +9.7% | +16.3% | -6.6% | +5.3% |
| 6M | +32.0% | +41.3% | -9.3% | +20.2% |
| YTD | +43.3% | +7.1% | +36.1% | +38.9% |
| 1Y | +63.7% | -0.8% | +64.5% | +62.5% |
| 3Y | +58.0% | +85.0% | -27.0% | +25.8% |
| All | +105.7% | +203.9% | -98.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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