+681.4%
NFLX vs MRK
+230.6%
+450.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.2% |
| 30D | +4.3% | +8.3% | -4.0% | +2.6% |
| 3M | -4.8% | +20.0% | -24.8% | -8.2% |
| 6M | -18.4% | +25.7% | -44.1% | -22.3% |
| YTD | -17.4% | +38.7% | -56.2% | -23.0% |
| 1Y | -35.7% | +74.7% | -110.4% | -43.0% |
| 3Y | +73.8% | +45.4% | +28.4% | +57.4% |
| 5Y | +29.3% | +129.0% | -99.8% | -1.7% |
| All | +681.4% | +230.6% | +450.8% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling