+129.9%
MRK vs TENB
-35.4%
+165.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.6% |
| 7D | -4.3% | -12.1% | +7.8% | -4.4% |
| 30D | +8.3% | -18.6% | +26.9% | +8.2% |
| 3M | +20.0% | +12.1% | +8.0% | +19.6% |
| 6M | +25.7% | +46.8% | -21.1% | +25.1% |
| YTD | +38.7% | +28.0% | +10.8% | +38.4% |
| 1Y | +74.7% | -1.4% | +76.1% | +75.3% |
| 3Y | +45.4% | -33.9% | +79.3% | +46.2% |
| All | +129.9% | -35.4% | +165.3% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling