-50.4%
ORCL vs MRK
+75.8%
-126.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.7% |
| 7D | -6.5% | +2.3% | -8.8% | -5.6% |
| 30D | -16.6% | +1.7% | -18.2% | -15.5% |
| 3M | -21.6% | +13.8% | -35.4% | -16.2% |
| 6M | -39.4% | +34.7% | -74.0% | -27.2% |
| YTD | -38.7% | +43.6% | -82.2% | -24.2% |
| 1Y | -50.4% | +75.7% | -126.0% | -32.1% |
| All | -50.4% | +75.8% | -126.2% | -32.1% |
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 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