+80.2%
MRK vs CSX
+51.3%
+28.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +12.7% | -3.2% | +15.9% | +13.6% |
| 3M | +24.2% | +2.6% | +21.7% | +23.5% |
| 6M | +27.8% | +19.8% | +8.0% | +21.9% |
| YTD | +42.2% | +34.7% | +7.6% | +33.9% |
| 1Y | +80.2% | +52.1% | +28.0% | +73.5% |
| All | +80.2% | +51.3% | +28.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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