+84.8%
MRK vs FICO
-39.1%
+123.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | -0.3% |
| 7D | +1.3% | -19.2% | +20.5% | +2.6% |
| 30D | +17.1% | -14.6% | +31.7% | +18.1% |
| 3M | +25.9% | -20.1% | +46.0% | +27.2% |
| 6M | +26.8% | -36.3% | +63.1% | +28.3% |
| YTD | +44.9% | -44.9% | +89.8% | +48.0% |
| 1Y | +84.8% | -38.6% | +123.5% | +91.2% |
| All | +84.8% | -39.1% | +123.9% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling