+3,775.4%
MRK vs SLB
+825.5%
+2,949.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.3% | -4.3% | +6.6% | +3.1% |
| 30D | +1.7% | +1.9% | -0.3% | +1.3% |
| 3M | +13.8% | -5.7% | +19.5% | +14.5% |
| 6M | +34.7% | -5.3% | +40.0% | +35.1% |
| YTD | +43.6% | +32.2% | +11.4% | +35.3% |
| 1Y | +75.7% | +38.5% | +37.2% | +64.0% |
| 3Y | +60.0% | +1.1% | +58.9% | +55.3% |
| 5Y | +105.4% | +70.3% | +35.1% | +75.0% |
| 10Y | +224.1% | -17.3% | +241.4% | +192.7% |
| All | +3,775.4% | +825.5% | +2,949.9% | +1,766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling