+3,812.0%
MRK vs FICO
+104,095.6%
-100,283.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +0.3% |
| 7D | +1.3% | -19.2% | +20.5% | +3.3% |
| 30D | +17.1% | -14.6% | +31.7% | +18.8% |
| 3M | +25.9% | -20.1% | +46.0% | +28.1% |
| 6M | +26.8% | -36.3% | +63.1% | +31.3% |
| YTD | +44.9% | -44.9% | +89.8% | +51.8% |
| 1Y | +84.8% | -38.6% | +123.5% | +90.9% |
| 3Y | +50.1% | +4.0% | +46.1% | +44.9% |
| 5Y | +127.4% | +99.5% | +27.9% | +102.0% |
| 10Y | +240.0% | +604.7% | -364.7% | +163.2% |
| All | +3,812.0% | +104,095.6% | -100,283.5% | +2,421.7% |
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