+1,040.6%
NBIS vs MRK
+40.8%
+999.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -5.4% |
| 7D | +8.3% | -5.0% | +13.3% | +7.3% |
| 30D | +18.1% | +11.0% | +7.1% | +20.9% |
| 3M | +7.8% | +22.4% | -14.6% | +12.4% |
| 6M | +136.6% | +25.4% | +111.2% | +146.4% |
| YTD | +172.5% | +39.5% | +133.0% | +189.7% |
| 1Y | +144.3% | +78.0% | +66.3% | +171.1% |
| All | +1,040.6% | +40.8% | +999.8% | +967.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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