+84.6%
MRK vs LULU
-31.7%
+116.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.8% | -0.8% | +3.7% |
| 7D | +6.7% | +6.5% | +0.2% | +6.4% |
| 30D | +7.8% | +20.3% | -12.6% | +6.9% |
| 3M | +18.2% | -8.9% | +27.1% | +18.4% |
| 6M | +34.7% | -13.1% | +47.8% | +34.9% |
| YTD | +45.8% | -46.1% | +91.9% | +49.7% |
| 1Y | +84.6% | -30.3% | +114.8% | +80.9% |
| All | +84.6% | -31.7% | +116.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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