+131.3%
MRK vs FN
+289.0%
-157.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +17.1% | -22.0% | +39.1% | +17.6% |
| 3M | +25.9% | -43.0% | +68.9% | +27.3% |
| 6M | +26.8% | -27.7% | +54.6% | +27.0% |
| YTD | +44.9% | -10.5% | +55.4% | +44.3% |
| 1Y | +84.8% | +12.5% | +72.3% | +82.8% |
| 3Y | +50.1% | +153.8% | -103.7% | +43.9% |
| All | +131.3% | +289.0% | -157.8% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling