+224.4%
MRK vs FANG
+182.5%
+41.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | +2.9% | -7.1% | -4.4% |
| 30D | +8.3% | +2.6% | +5.7% | +8.1% |
| 3M | +20.0% | +7.6% | +12.5% | +19.4% |
| 6M | +25.7% | +17.3% | +8.3% | +24.0% |
| YTD | +38.7% | +38.7% | +0.1% | +35.2% |
| 1Y | +74.7% | +51.6% | +23.0% | +69.1% |
| 3Y | +45.4% | +50.0% | -4.6% | +39.8% |
| 5Y | +129.0% | +237.6% | -108.5% | +106.6% |
| All | +224.4% | +182.5% | +41.9% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling