+52.8%
MRK vs CSX
+73.8%
-21.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.3% | -3.4% | +4.7% | +2.0% |
| 30D | +17.1% | -3.1% | +20.2% | +17.9% |
| 3M | +25.9% | +7.2% | +18.7% | +24.1% |
| 6M | +26.8% | +16.2% | +10.6% | +22.7% |
| YTD | +44.9% | +37.5% | +7.4% | +35.8% |
| 1Y | +84.8% | +53.2% | +31.6% | +69.6% |
| All | +52.8% | +73.8% | -21.0% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling