+144.7%
MRK vs OSCR
-9.0%
+153.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -4.3% | +1.6% | -5.9% | -4.3% |
| 30D | +8.3% | +10.7% | -2.4% | +8.1% |
| 3M | +20.0% | +13.4% | +6.7% | +19.7% |
| 6M | +25.7% | +144.6% | -118.9% | +23.8% |
| YTD | +38.7% | +128.0% | -89.3% | +36.7% |
| 1Y | +74.7% | +68.7% | +6.0% | +72.6% |
| 3Y | +45.4% | +398.8% | -353.4% | +42.4% |
| 5Y | +129.0% | +87.3% | +41.8% | +127.3% |
| All | +144.7% | -9.0% | +153.7% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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