+129.9%
MRK vs TMO
+7.9%
+122.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.3% | -0.6% | -3.6% | -4.1% |
| 30D | +8.3% | +1.1% | +7.2% | +7.9% |
| 3M | +20.0% | +28.3% | -8.3% | +11.7% |
| 6M | +25.7% | +23.3% | +2.4% | +17.6% |
| YTD | +38.7% | +5.5% | +33.3% | +35.9% |
| 1Y | +74.7% | +24.5% | +50.1% | +62.5% |
| 3Y | +45.4% | +19.6% | +25.8% | +33.9% |
| All | +129.9% | +7.9% | +122.0% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling