+130.3%
MRK vs CSX
+66.7%
+63.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | +15.5% | -2.3% | +17.7% | +15.9% |
| 3M | +25.1% | +4.3% | +20.8% | +24.1% |
| 6M | +30.1% | +23.4% | +6.7% | +25.2% |
| YTD | +43.1% | +36.4% | +6.7% | +35.5% |
| 1Y | +82.5% | +53.0% | +29.4% | +69.4% |
| 3Y | +49.3% | +70.6% | -21.3% | +34.8% |
| 5Y | +130.3% | +65.5% | +64.8% | +105.2% |
| All | +130.3% | +66.7% | +63.5% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling