+84.8%
MRK vs TMO
+27.8%
+57.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +17.1% | +6.2% | +10.9% | +15.1% |
| 3M | +25.9% | +27.5% | -1.6% | +17.5% |
| 6M | +26.8% | +20.0% | +6.9% | +20.5% |
| YTD | +44.9% | +6.1% | +38.8% | +46.0% |
| 1Y | +84.8% | +25.8% | +59.0% | +62.3% |
| All | +84.8% | +27.8% | +57.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling