+632.5%
MRK vs FN
+2,887.5%
-2,255.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -0.8% |
| 7D | -1.9% | 0.0% | -1.8% | -2.1% |
| 30D | +2.8% | -34.3% | +37.1% | +4.9% |
| 3M | +15.0% | -39.9% | +54.8% | +17.6% |
| 6M | +30.9% | -51.8% | +82.7% | +35.0% |
| YTD | +42.3% | -28.1% | +70.4% | +42.1% |
| 1Y | +76.1% | -29.1% | +105.2% | +75.6% |
| 3Y | +54.1% | +102.4% | -48.3% | +39.5% |
| 5Y | +109.5% | +171.7% | -62.2% | +82.8% |
| 10Y | +254.8% | +773.5% | -518.7% | +176.1% |
| All | +632.5% | +2,887.5% | -2,255.0% | +391.8% |
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