+66.6%
MRK vs DOCS
-38.0%
+104.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.5% |
| 7D | -2.1% | -4.2% | +2.1% | -2.2% |
| 30D | +1.2% | +8.6% | -7.4% | +1.5% |
| 3M | +13.5% | +27.2% | -13.7% | +14.6% |
| 6M | +34.0% | +26.5% | +7.5% | +35.3% |
| YTD | +42.7% | -25.0% | +67.7% | +50.4% |
| 1Y | +66.6% | -37.0% | +103.6% | +82.2% |
| All | +66.6% | -38.0% | +104.5% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling