+65.4%
MRK vs JD
-10.8%
+76.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | 0.0% | -4.0% | +4.0% | 0.0% |
| 30D | +3.5% | +2.7% | +0.8% | +3.4% |
| 3M | +11.2% | -13.0% | +24.2% | +11.2% |
| 6M | +32.5% | -12.7% | +45.2% | +34.0% |
| YTD | +42.5% | -0.8% | +43.3% | +42.3% |
| 1Y | +65.4% | -8.9% | +74.3% | +68.0% |
| All | +65.4% | -10.8% | +76.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling