+105.7%
MRK vs DOCS
-52.4%
+158.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.6% |
| 7D | +0.7% | +2.6% | -1.9% | +0.7% |
| 30D | +0.3% | +11.4% | -11.2% | +0.4% |
| 3M | +9.7% | +25.4% | -15.7% | +9.9% |
| 6M | +32.0% | +42.5% | -10.6% | +32.5% |
| YTD | +43.3% | -24.7% | +68.0% | +43.7% |
| 1Y | +63.7% | -32.9% | +96.6% | +64.2% |
| 3Y | +58.0% | +39.6% | +18.4% | +60.3% |
| All | +105.7% | -52.4% | +158.1% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling