+135.1%
MRK vs FFIV
+92.6%
+42.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | +15.5% | -2.7% | +18.1% | +15.5% |
| 3M | +25.1% | -1.7% | +26.8% | +25.0% |
| 6M | +30.1% | +36.1% | -6.0% | +28.7% |
| YTD | +43.1% | +52.6% | -9.5% | +40.9% |
| 1Y | +82.5% | +21.5% | +60.9% | +80.7% |
| 3Y | +49.3% | +142.7% | -93.4% | +45.1% |
| All | +135.1% | +92.6% | +42.5% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling