+3,775.4%
MRK vs CSX
+10,566.6%
-6,791.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +1.7% | +8.1% | -6.4% | -0.3% |
| 3M | +13.8% | +2.2% | +11.6% | +13.0% |
| 6M | +34.7% | +14.6% | +20.1% | +30.0% |
| YTD | +43.6% | +42.2% | +1.4% | +31.6% |
| 1Y | +75.7% | +47.3% | +28.4% | +59.7% |
| 3Y | +60.0% | +73.5% | -13.5% | +38.3% |
| 5Y | +105.4% | +54.1% | +51.2% | +80.0% |
| 10Y | +224.1% | +409.0% | -184.8% | +104.7% |
| All | +3,775.4% | +10,566.6% | -6,791.2% | +929.6% |
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