+484.0%
MRK vs FFIV
+7,518.9%
-7,035.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | +17.1% | -5.1% | +22.2% | +17.4% |
| 3M | +25.9% | -4.5% | +30.4% | +26.0% |
| 6M | +26.8% | +36.5% | -9.7% | +24.5% |
| YTD | +44.9% | +53.0% | -8.1% | +41.2% |
| 1Y | +84.8% | +24.2% | +60.6% | +82.0% |
| 3Y | +50.1% | +137.2% | -87.1% | +42.1% |
| 5Y | +127.4% | +91.8% | +35.6% | +116.8% |
| 10Y | +240.0% | +215.2% | +24.8% | +213.1% |
| All | +484.0% | +7,518.9% | -7,035.0% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling