+627.9%
MRK vs FERG
+1,335.0%
-707.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.9% | +3.4% | -4.3% | -1.2% |
| 30D | +15.5% | -11.5% | +27.0% | +16.4% |
| 3M | +25.1% | +1.3% | +23.8% | +24.9% |
| 6M | +30.1% | -1.0% | +31.1% | +30.0% |
| YTD | +43.1% | +3.2% | +39.9% | +42.5% |
| 1Y | +82.5% | -3.0% | +85.4% | +82.3% |
| 3Y | +49.3% | +55.0% | -5.7% | +44.4% |
| 5Y | +130.3% | +72.6% | +57.6% | +120.1% |
| 10Y | +234.3% | +358.9% | -124.6% | +200.3% |
| All | +627.9% | +1,335.0% | -707.2% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 all: compounded portfolio wealth divided by compounded FERG 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…
all analysis · Full analysis span regression · 6 months rolling