+130.3%
MRK vs FICO
+102.0%
+28.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -0.9% | -15.4% | +14.5% | -0.1% |
| 30D | +15.5% | -10.4% | +25.8% | +16.1% |
| 3M | +25.1% | -22.7% | +47.8% | +26.5% |
| 6M | +30.1% | -36.8% | +66.9% | +32.4% |
| YTD | +43.1% | -44.8% | +87.9% | +46.7% |
| 1Y | +82.5% | -39.3% | +121.8% | +85.9% |
| 3Y | +49.3% | +3.7% | +45.6% | +47.7% |
| 5Y | +130.3% | +101.7% | +28.5% | +134.6% |
| All | +130.3% | +102.0% | +28.3% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling