+84.8%
MRK vs FOXA
+9.1%
+75.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | +1.3% | -4.0% | +5.3% | +1.5% |
| 30D | +17.1% | +12.0% | +5.2% | +16.7% |
| 3M | +25.9% | +0.3% | +25.6% | +26.2% |
| 6M | +26.8% | +12.5% | +14.3% | +27.6% |
| YTD | +44.9% | -9.6% | +54.5% | +47.5% |
| 1Y | +84.8% | +8.6% | +76.3% | +87.5% |
| All | +84.8% | +9.1% | +75.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling