+109.6%
MRK vs CSX
+52.7%
+56.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.9% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +2.2% | +6.8% | -4.6% | +1.0% |
| 3M | +16.4% | +0.7% | +15.7% | +16.2% |
| 6M | +35.3% | +13.3% | +22.1% | +32.2% |
| YTD | +44.2% | +40.5% | +3.7% | +35.9% |
| 1Y | +77.5% | +44.7% | +32.8% | +66.4% |
| 3Y | +59.2% | +74.5% | -15.3% | +43.2% |
| 5Y | +109.6% | +52.0% | +57.6% | +86.2% |
| All | +109.6% | +52.7% | +56.8% | +86.2% |
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