-25.8%
NOW vs MRK
+107.1%
-132.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -8.7% | +2.3% | -11.1% | -8.6% |
| 30D | -29.3% | +1.7% | -31.0% | -29.0% |
| 3M | -21.8% | +13.8% | -35.6% | -21.4% |
| 6M | +9.2% | +34.7% | -25.4% | +10.8% |
| YTD | -35.0% | +43.6% | -78.5% | -34.5% |
| 1Y | -42.5% | +75.7% | -118.2% | -42.8% |
| 3Y | -21.5% | +60.0% | -81.5% | -23.2% |
| 5Y | -25.8% | +105.4% | -131.1% | -31.1% |
| All | -25.8% | +107.1% | -132.8% | -31.1% |
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