+3,812.0%
MRK vs CSX
+10,217.9%
-6,405.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.3% | -3.4% | +4.7% | +2.1% |
| 30D | +17.1% | -3.1% | +20.2% | +18.0% |
| 3M | +25.9% | +7.2% | +18.7% | +23.8% |
| 6M | +26.8% | +16.2% | +10.6% | +22.1% |
| YTD | +44.9% | +37.5% | +7.4% | +34.0% |
| 1Y | +84.8% | +53.2% | +31.6% | +66.4% |
| 3Y | +50.1% | +68.2% | -18.1% | +30.8% |
| 5Y | +127.4% | +65.2% | +62.2% | +96.1% |
| 10Y | +240.0% | +504.1% | -264.2% | +106.2% |
| All | +3,812.0% | +10,217.9% | -6,405.9% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling