+65.4%
MRK vs FICO
-60.3%
+125.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +3.5% | -0.8% | +4.3% | +3.6% |
| 3M | +11.2% | -31.3% | +42.5% | +13.8% |
| 6M | +32.5% | -33.9% | +66.4% | +36.1% |
| YTD | +42.5% | -57.6% | +100.1% | +50.9% |
| 1Y | +65.4% | -59.7% | +125.1% | +77.3% |
| All | +65.4% | -60.3% | +125.7% | +77.3% |
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