+224.4%
MRK vs FIVN
+118.5%
+105.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -4.3% | -7.8% | +3.6% | -3.9% |
| 30D | +8.3% | -1.7% | +10.0% | +8.3% |
| 3M | +20.0% | +47.2% | -27.1% | +17.7% |
| 6M | +25.7% | +82.7% | -57.0% | +21.6% |
| YTD | +38.7% | +52.9% | -14.2% | +35.1% |
| 1Y | +74.7% | +17.5% | +57.2% | +72.2% |
| 3Y | +45.4% | -55.8% | +101.2% | +48.4% |
| 5Y | +129.0% | -82.3% | +211.4% | +145.4% |
| All | +224.4% | +118.5% | +105.9% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling