+3,740.9%
MRK vs FICO
+78,645.2%
-74,904.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.9% | -0.9% | -0.9% | -1.8% |
| 30D | +2.8% | +3.3% | -0.6% | +2.2% |
| 3M | +15.0% | -31.7% | +46.7% | +18.2% |
| 6M | +30.9% | -34.0% | +64.9% | +34.5% |
| YTD | +42.3% | -58.3% | +100.6% | +51.9% |
| 1Y | +76.1% | -57.9% | +134.0% | +87.8% |
| 3Y | +54.1% | -24.1% | +78.2% | +52.3% |
| 5Y | +109.5% | +85.3% | +24.2% | +85.7% |
| 10Y | +254.8% | +520.3% | -265.5% | +176.3% |
| All | +3,740.9% | +78,645.2% | -74,904.3% | +2,423.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling