+63.7%
MRK vs SLB
+46.1%
+17.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.7% | +3.5% | -2.8% | +0.3% |
| 30D | +0.3% | +6.5% | -6.2% | -0.4% |
| 3M | +9.7% | -0.2% | +9.9% | +9.3% |
| 6M | +32.0% | -5.7% | +37.7% | +32.7% |
| YTD | +43.3% | +36.8% | +6.4% | +35.3% |
| 1Y | +63.7% | +45.8% | +17.9% | +53.2% |
| All | +63.7% | +46.1% | +17.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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