+74.7%
MRK vs NSC
+19.9%
+54.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -4.3% | -2.8% | -1.5% | -3.2% |
| 30D | +8.3% | -4.5% | +12.8% | +10.3% |
| 3M | +20.0% | +3.5% | +16.5% | +18.8% |
| 6M | +25.7% | +8.5% | +17.1% | +21.8% |
| YTD | +38.7% | +12.3% | +26.4% | +32.7% |
| 1Y | +74.7% | +18.9% | +55.7% | +73.9% |
| All | +74.7% | +19.9% | +54.8% | +73.9% |
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