+51,846.2%
NFLX vs MRK
+576.9%
+51,269.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -11.9% | +0.3% | -12.2% | -12.1% |
| 3M | -20.6% | +9.7% | -30.2% | -23.2% |
| 6M | -29.0% | +32.0% | -61.0% | -35.5% |
| YTD | -33.7% | +43.3% | -77.0% | -41.6% |
| 1Y | -46.2% | +63.7% | -109.8% | -54.7% |
| 3Y | +39.8% | +58.0% | -18.2% | +15.4% |
| 5Y | -9.0% | +105.0% | -113.9% | -32.7% |
| 10Y | +441.5% | +228.6% | +212.9% | +226.1% |
| All | +51,846.2% | +576.9% | +51,269.3% | +19,452.5% |
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