-59.2%
NKE vs MRK
+44.4%
-103.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | -4.3% | +0.1% | -3.0% |
| 30D | -8.2% | +8.3% | -16.5% | -10.4% |
| 3M | -19.1% | +20.0% | -39.1% | -23.6% |
| 6M | -32.6% | +25.7% | -58.3% | -37.5% |
| YTD | -40.7% | +38.7% | -79.5% | -47.1% |
| 1Y | -48.9% | +74.7% | -123.5% | -58.2% |
| 3Y | -59.2% | +45.4% | -104.6% | -62.7% |
| All | -59.2% | +44.4% | -103.6% | -62.7% |
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