+84.6%
MRK vs ON
+41.6%
+42.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.9% |
| 7D | +6.7% | -5.8% | +12.5% | +6.6% |
| 30D | +7.8% | -17.1% | +24.8% | +7.4% |
| 3M | +18.2% | -11.8% | +30.0% | +17.9% |
| 6M | +34.7% | -30.2% | +64.9% | +31.4% |
| YTD | +45.8% | +31.6% | +14.2% | +30.6% |
| 1Y | +84.6% | +47.6% | +37.0% | +65.5% |
| All | +84.6% | +41.6% | +42.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling