+92.6%
MRK vs FLNC
-70.4%
+163.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | -4.3% | -4.1% | -0.2% | -4.2% |
| 30D | +8.3% | -24.8% | +33.1% | +8.4% |
| 3M | +20.0% | -59.1% | +79.1% | +20.3% |
| 6M | +25.7% | -42.0% | +67.6% | +25.6% |
| YTD | +38.7% | -49.8% | +88.5% | +38.4% |
| 1Y | +74.7% | +43.1% | +31.6% | +70.9% |
| 3Y | +45.4% | -61.0% | +106.3% | +41.1% |
| All | +92.6% | -70.4% | +163.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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