+109.6%
MRK vs DOCS
-54.3%
+163.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +2.2% | +7.8% | -5.6% | +2.2% |
| 3M | +16.4% | +20.0% | -3.6% | +16.6% |
| 6M | +35.3% | +26.5% | +8.8% | +35.8% |
| YTD | +44.2% | -25.8% | +70.0% | +44.7% |
| 1Y | +77.5% | -39.5% | +116.9% | +78.0% |
| 3Y | +59.2% | +60.3% | -1.1% | +62.1% |
| 5Y | +109.6% | -57.0% | +166.6% | +100.0% |
| All | +109.6% | -54.3% | +163.9% | +100.0% |
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