+230.8%
MRK vs FFIV
+118.6%
+112.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +0.3% | -32.4% | +32.7% | +3.7% |
| 3M | +9.7% | -25.7% | +35.3% | +12.2% |
| 6M | +32.0% | -13.5% | +45.5% | +32.4% |
| YTD | +43.3% | +21.1% | +22.2% | +37.7% |
| 1Y | +63.7% | +29.4% | +34.3% | +56.0% |
| 3Y | +58.0% | +94.9% | -36.9% | +40.3% |
| 5Y | +105.0% | +34.7% | +70.2% | +91.8% |
| All | +230.8% | +118.6% | +112.2% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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