+45.4%
MRK vs ROKU
+83.2%
-37.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +8.3% | +2.1% | +6.2% | +8.2% |
| 3M | +20.0% | +29.5% | -9.5% | +19.3% |
| 6M | +25.7% | +53.8% | -28.1% | +24.3% |
| YTD | +38.7% | +42.8% | -4.1% | +37.5% |
| 1Y | +74.7% | +60.7% | +13.9% | +72.5% |
| 3Y | +45.4% | +83.9% | -38.5% | +41.4% |
| All | +45.4% | +83.2% | -37.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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