+129.9%
MRK vs HPQ
+51.9%
+78.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -1.1% |
| 7D | -4.3% | +9.8% | -14.0% | -4.9% |
| 30D | +8.3% | +22.4% | -14.1% | +6.7% |
| 3M | +20.0% | +45.2% | -25.1% | +16.9% |
| 6M | +25.7% | +96.4% | -70.8% | +19.4% |
| YTD | +38.7% | +65.4% | -26.7% | +33.3% |
| 1Y | +74.7% | +31.6% | +43.1% | +70.4% |
| 3Y | +45.4% | +37.0% | +8.3% | +39.4% |
| All | +129.9% | +51.9% | +78.0% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 5y: compounded portfolio wealth divided by compounded HPQ 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…
5y analysis · Full analysis span regression · 6 months rolling