+3,763.3%
MRK vs GSK
+1,657.0%
+2,106.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | -0.9% | -4.2% | +3.3% | +1.0% |
| 30D | +15.5% | -7.5% | +23.0% | +19.7% |
| 3M | +25.1% | -3.3% | +28.4% | +27.1% |
| 6M | +30.1% | -9.3% | +39.4% | +35.9% |
| YTD | +43.1% | +1.6% | +41.5% | +41.8% |
| 1Y | +82.5% | +25.5% | +57.0% | +64.2% |
| 3Y | +49.3% | +49.3% | +0.1% | +22.0% |
| 5Y | +130.3% | +46.7% | +83.6% | +86.2% |
| 10Y | +234.3% | +76.8% | +157.5% | +145.7% |
| All | +3,763.3% | +1,657.0% | +2,106.4% | +917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling