+45.4%
MRK vs NVDL
+625.2%
-579.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -10.3% | +6.1% | -4.4% |
| 30D | +8.3% | -7.1% | +15.4% | +8.2% |
| 3M | +20.0% | +6.6% | +13.5% | +20.4% |
| 6M | +25.7% | +21.1% | +4.6% | +26.2% |
| YTD | +38.7% | +15.2% | +23.5% | +39.3% |
| 1Y | +74.7% | +18.8% | +55.9% | +75.4% |
| 3Y | +45.4% | +649.9% | -604.5% | +44.3% |
| All | +45.4% | +625.2% | -579.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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