+33.3%
ORCL vs MRK
+51.4%
-18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.2% |
| 7D | +15.0% | -0.9% | +15.9% | +14.9% |
| 30D | +10.5% | +15.5% | -4.9% | +12.6% |
| 3M | -23.0% | +25.1% | -48.1% | -20.5% |
| 6M | +7.0% | +30.1% | -23.1% | +10.8% |
| YTD | -15.8% | +43.1% | -58.9% | -12.9% |
| 1Y | -31.1% | +82.5% | -113.5% | -29.5% |
| 3Y | +33.3% | +49.3% | -16.0% | +38.6% |
| All | +33.3% | +51.4% | -18.1% | +38.6% |
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