+125.8%
MRK vs JOBY
-42.1%
+167.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -5.0% | -8.2% | +3.1% | -5.1% |
| 30D | +11.0% | -25.1% | +36.0% | +10.8% |
| 3M | +22.4% | -28.8% | +51.2% | +22.2% |
| 6M | +25.4% | -36.1% | +61.5% | +25.2% |
| YTD | +39.5% | -52.2% | +91.7% | +39.2% |
| 1Y | +78.0% | -52.4% | +130.4% | +77.7% |
| 3Y | +45.5% | -13.6% | +59.1% | +46.4% |
| 5Y | +130.3% | -32.2% | +162.4% | +131.6% |
| All | +125.8% | -42.1% | +167.9% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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