+46.0%
MRK vs NVDL
+2,480.8%
-2,434.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -2.0% |
| 7D | -5.0% | -8.7% | +3.7% | -5.2% |
| 30D | +11.0% | -1.3% | +12.3% | +11.0% |
| 3M | +22.4% | +11.4% | +11.0% | +22.8% |
| 6M | +25.4% | +22.9% | +2.5% | +26.1% |
| YTD | +39.5% | +15.4% | +24.1% | +40.3% |
| 1Y | +78.0% | +18.8% | +59.2% | +79.1% |
| 3Y | +45.5% | +641.4% | -595.8% | +51.1% |
| All | +46.0% | +2,480.8% | -2,434.7% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling