+50.9%
MRK vs NVD
-99.2%
+150.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +12.7% | -9.3% | +22.0% | +12.8% |
| 3M | +24.2% | -22.1% | +46.3% | +24.6% |
| 6M | +27.8% | -45.8% | +73.6% | +28.5% |
| YTD | +42.2% | -46.7% | +88.9% | +42.9% |
| 1Y | +80.2% | -59.5% | +139.7% | +81.1% |
| 3Y | +48.4% | -99.2% | +147.5% | +45.8% |
| All | +50.9% | -99.2% | +150.1% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling