+45.4%
MRK vs NVD
-99.1%
+144.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.3% | +10.8% | -15.1% | -4.4% |
| 30D | +8.3% | +0.8% | +7.5% | +8.2% |
| 3M | +20.0% | -20.8% | +40.9% | +20.4% |
| 6M | +25.7% | -41.2% | +66.8% | +26.2% |
| YTD | +38.7% | -44.2% | +82.9% | +39.4% |
| 1Y | +74.7% | -54.2% | +128.8% | +75.5% |
| 3Y | +45.4% | -99.1% | +144.5% | +43.9% |
| All | +45.4% | -99.1% | +144.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling