+226.2%
MRK vs SYK
+173.6%
+52.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.3% |
| 7D | -5.0% | -12.3% | +7.3% | -1.4% |
| 30D | +11.0% | -22.4% | +33.4% | +19.3% |
| 3M | +22.4% | -12.3% | +34.7% | +26.6% |
| 6M | +25.4% | -24.3% | +49.7% | +35.0% |
| YTD | +39.5% | -22.8% | +62.3% | +49.1% |
| 1Y | +78.0% | -28.8% | +106.7% | +94.7% |
| 3Y | +45.5% | -4.0% | +49.5% | +44.7% |
| 5Y | +130.3% | +3.8% | +126.4% | +119.1% |
| All | +226.2% | +173.6% | +52.6% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling