+646.1%
MRK vs FN
+3,620.5%
-2,974.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +17.1% | -22.0% | +39.1% | +18.5% |
| 3M | +25.9% | -43.0% | +68.9% | +29.4% |
| 6M | +26.8% | -27.7% | +54.6% | +27.7% |
| YTD | +44.9% | -10.5% | +55.4% | +43.5% |
| 1Y | +84.8% | +12.5% | +72.3% | +79.7% |
| 3Y | +50.1% | +153.8% | -103.7% | +34.7% |
| 5Y | +127.4% | +288.0% | -160.6% | +94.3% |
| 10Y | +240.0% | +906.4% | -666.5% | +163.8% |
| All | +646.1% | +3,620.5% | -2,974.5% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling