+3,645.5%
MRK vs TEVA
+7,037.9%
-3,392.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 6M | +25.7% | +21.7% | +3.9% | +22.0% |
| YTD | +38.7% | +18.8% | +19.9% | +35.1% |
| 1Y | +74.7% | +86.5% | -11.8% | +59.5% |
| 3Y | +45.4% | +269.4% | -224.1% | +18.6% |
| 5Y | +129.0% | +303.6% | -174.6% | +79.7% |
| 10Y | +228.0% | -22.9% | +251.0% | +200.7% |
| All | +3,645.5% | +7,037.9% | -3,392.5% | +1,996.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling