+57.1%
MRK vs FN
+111.9%
-54.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | -0.1% |
| 7D | 0.0% | +20.8% | -20.8% | -0.2% |
| 30D | +3.5% | -17.3% | +20.8% | +3.8% |
| 3M | +11.2% | -38.1% | +49.3% | +12.0% |
| 6M | +32.5% | -44.2% | +76.7% | +33.7% |
| YTD | +42.5% | -22.3% | +64.8% | +42.0% |
| 1Y | +65.4% | -20.9% | +86.3% | +64.5% |
| All | +57.1% | +111.9% | -54.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 3y: compounded portfolio wealth divided by compounded FN 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…
3y analysis · Full analysis span regression · 6 months rolling