+27.0%
NFLX vs MRK
+128.6%
-101.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -8.1% | -5.0% | -3.0% | -7.7% |
| 30D | +1.6% | +11.0% | -9.3% | +1.0% |
| 3M | -7.3% | +22.4% | -29.7% | -8.2% |
| 6M | -21.6% | +25.4% | -47.0% | -22.5% |
| YTD | -18.9% | +39.5% | -58.4% | -20.2% |
| 1Y | -39.1% | +78.0% | -117.1% | -40.8% |
| 3Y | +71.7% | +45.5% | +26.1% | +67.4% |
| 5Y | +27.0% | +130.3% | -103.3% | +15.9% |
| All | +27.0% | +128.6% | -101.7% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling