+3,812.0%
MRK vs SLB
+966.6%
+2,845.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +17.1% | +15.8% | +1.3% | +14.0% |
| 3M | +25.9% | -0.3% | +26.3% | +25.5% |
| 6M | +26.8% | +21.3% | +5.5% | +21.8% |
| YTD | +44.9% | +52.3% | -7.4% | +33.5% |
| 1Y | +84.8% | +63.6% | +21.2% | +67.8% |
| 3Y | +50.1% | +3.8% | +46.3% | +45.1% |
| 5Y | +127.4% | +128.6% | -1.2% | +83.6% |
| 10Y | +240.0% | -3.1% | +243.0% | +199.1% |
| All | +3,812.0% | +966.6% | +2,845.4% | +1,741.5% |
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