+46.1%
MRK vs GSK
+47.2%
-1.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -5.0% | -5.4% | +0.4% | -2.5% |
| 30D | +11.0% | -4.6% | +15.6% | +13.6% |
| 3M | +22.4% | -5.1% | +27.5% | +25.6% |
| 6M | +25.4% | -11.4% | +36.8% | +32.3% |
| YTD | +39.5% | +0.7% | +38.8% | +39.6% |
| 1Y | +78.0% | +23.0% | +54.9% | +64.2% |
| All | +46.1% | +47.2% | -1.0% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling