+45.4%
MRK vs JBL
+195.4%
-150.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.6% | -0.5% |
| 7D | -4.3% | +2.4% | -6.7% | -4.2% |
| 30D | +8.3% | -13.1% | +21.4% | +8.2% |
| 3M | +20.0% | -15.6% | +35.6% | +20.0% |
| 6M | +25.7% | +24.6% | +1.1% | +25.4% |
| YTD | +38.7% | +39.6% | -0.9% | +38.6% |
| 1Y | +74.7% | +48.6% | +26.1% | +74.6% |
| 3Y | +45.4% | +197.3% | -151.9% | +44.2% |
| All | +45.4% | +195.4% | -150.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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