+3,739.1%
MRK vs HPQ
+3,044.5%
+694.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.6% | -1.4% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +12.7% | +9.7% | +2.9% | +10.9% |
| 3M | +24.2% | +32.7% | -8.5% | +18.3% |
| 6M | +27.8% | +77.7% | -49.9% | +15.4% |
| YTD | +42.2% | +51.0% | -8.8% | +31.6% |
| 1Y | +80.2% | +18.4% | +61.8% | +72.8% |
| 3Y | +48.4% | +25.6% | +22.8% | +38.4% |
| 5Y | +133.6% | +38.6% | +95.0% | +109.2% |
| 10Y | +236.2% | +226.1% | +10.1% | +151.2% |
| All | +3,739.1% | +3,044.5% | +694.6% | +1,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling