+129.9%
MRK vs TEVA
+300.5%
-170.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.8% |
| 7D | -4.3% | +2.0% | -6.3% | -4.5% |
| 30D | +8.3% | +1.0% | +7.3% | +8.2% |
| 3M | +20.0% | +7.3% | +12.7% | +19.0% |
| 6M | +25.7% | +21.7% | +3.9% | +22.9% |
| YTD | +38.7% | +18.8% | +19.9% | +35.9% |
| 1Y | +74.7% | +86.5% | -11.8% | +63.9% |
| 3Y | +45.4% | +269.4% | -224.1% | +28.0% |
| All | +129.9% | +300.5% | -170.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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