-49.5%
ORCL vs MRK
+87.2%
-136.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -0.4% |
| 7D | -14.4% | +6.7% | -21.1% | -12.0% |
| 30D | -12.8% | +7.8% | -20.6% | -9.9% |
| 3M | -14.8% | +18.2% | -33.0% | -7.0% |
| 6M | -30.9% | +34.7% | -65.6% | -17.2% |
| YTD | -35.7% | +45.8% | -81.5% | -19.8% |
| 1Y | -49.5% | +84.6% | -134.0% | -30.5% |
| All | -49.5% | +87.2% | -136.6% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling