+105.7%
MRK vs NVTS
-16.8%
+122.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.5% |
| 7D | -4.3% | -1.4% | -2.8% | -4.3% |
| 30D | +8.3% | -16.5% | +24.8% | +8.3% |
| 3M | +20.0% | -47.6% | +67.7% | +20.1% |
| 6M | +25.7% | +7.3% | +18.4% | +25.6% |
| YTD | +38.7% | +62.9% | -24.1% | +38.5% |
| 1Y | +74.7% | +91.3% | -16.6% | +74.1% |
| 3Y | +45.4% | +43.4% | +2.0% | +42.5% |
| All | +105.7% | -16.8% | +122.5% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling