+3,739.1%
MRK vs FISV
+10,091.3%
-6,352.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.2% |
| 7D | -2.7% | -6.4% | +3.7% | -1.5% |
| 30D | +12.7% | -6.8% | +19.5% | +14.1% |
| 3M | +24.2% | -10.0% | +34.2% | +26.3% |
| 6M | +27.8% | -20.6% | +48.4% | +32.7% |
| YTD | +42.2% | -27.6% | +69.8% | +49.8% |
| 1Y | +80.2% | -64.3% | +144.5% | +111.7% |
| 3Y | +48.4% | -60.0% | +108.4% | +66.0% |
| 5Y | +133.6% | -57.7% | +191.3% | +154.4% |
| 10Y | +236.2% | -3.0% | +239.2% | +203.8% |
| All | +3,739.1% | +10,091.3% | -6,352.2% | +1,742.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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