+3,746.4%
MRK vs FICO
+78,963.7%
-75,217.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +3.5% | +1.7% | +1.8% | +3.1% |
| 3M | +15.2% | -35.2% | +50.4% | +19.0% |
| 6M | +31.6% | -33.7% | +65.2% | +35.1% |
| YTD | +42.5% | -58.2% | +100.6% | +52.1% |
| 1Y | +79.2% | -56.6% | +135.8% | +90.6% |
| 3Y | +55.8% | -24.0% | +79.7% | +53.9% |
| 5Y | +109.8% | +86.1% | +23.7% | +85.9% |
| 10Y | +255.3% | +522.8% | -267.5% | +176.6% |
| All | +3,746.4% | +78,963.7% | -75,217.3% | +2,426.3% |
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 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