+39.8%
NFLX vs MRK
+60.2%
-20.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -11.9% | +0.3% | -12.2% | -12.0% |
| 3M | -20.6% | +9.7% | -30.2% | -20.5% |
| 6M | -29.0% | +32.0% | -61.0% | -28.4% |
| YTD | -33.7% | +43.3% | -77.0% | -32.7% |
| 1Y | -46.2% | +63.7% | -109.8% | -44.9% |
| 3Y | +39.8% | +58.0% | -18.2% | +47.4% |
| All | +39.8% | +60.2% | -20.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling