+41.5%
NU vs MRK
+127.0%
-85.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.7% |
| 7D | -4.9% | -4.3% | -0.6% | -4.8% |
| 30D | +7.8% | +8.3% | -0.5% | +7.9% |
| 3M | +20.9% | +20.0% | +0.9% | +21.2% |
| 6M | +0.9% | +25.7% | -24.8% | +1.2% |
| YTD | -12.7% | +38.7% | -51.4% | -12.0% |
| 1Y | -6.4% | +74.7% | -81.1% | -4.6% |
| 3Y | +98.1% | +45.4% | +52.7% | +100.3% |
| All | +41.5% | +127.0% | -85.5% | +154.9% |
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