+84.8%
MRK vs FANG
+43.7%
+41.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.4% |
| 7D | +1.3% | +0.8% | +0.6% | +1.4% |
| 30D | +17.1% | +7.6% | +9.5% | +17.1% |
| 3M | +25.9% | -1.3% | +27.2% | +25.7% |
| 6M | +26.8% | +14.7% | +12.2% | +25.2% |
| YTD | +44.9% | +34.8% | +10.1% | +40.1% |
| 1Y | +84.8% | +42.9% | +41.9% | +76.7% |
| All | +84.8% | +43.7% | +41.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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