+84.6%
MRK vs NSC
+24.4%
+60.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.6% |
| 7D | +6.7% | +1.8% | +4.9% | +6.0% |
| 30D | +7.8% | +8.8% | -1.1% | +4.2% |
| 3M | +18.2% | +1.2% | +16.9% | +17.7% |
| 6M | +34.7% | +11.3% | +23.3% | +29.1% |
| YTD | +45.8% | +20.7% | +25.1% | +34.7% |
| 1Y | +84.6% | +23.4% | +61.2% | +68.8% |
| All | +84.6% | +24.4% | +60.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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