+224.4%
MRK vs GSK
+80.1%
+144.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -3.5% | -0.7% | -2.5% |
| 30D | +8.3% | -3.4% | +11.7% | +10.4% |
| 3M | +20.0% | -8.1% | +28.2% | +25.3% |
| 6M | +25.7% | -11.1% | +36.8% | +33.0% |
| YTD | +38.7% | +0.7% | +38.0% | +38.0% |
| 1Y | +74.7% | +20.1% | +54.5% | +59.3% |
| 3Y | +45.4% | +46.1% | -0.8% | +17.7% |
| 5Y | +129.0% | +48.2% | +80.8% | +78.9% |
| All | +224.4% | +80.1% | +144.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling