+13.8%
ORCL vs MRK
+60.2%
-46.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.3% |
| 7D | +8.0% | +0.7% | +7.3% | +8.1% |
| 30D | -4.0% | +0.3% | -4.2% | -3.8% |
| 3M | -19.5% | +9.7% | -29.1% | -18.3% |
| 6M | -33.5% | +32.0% | -65.4% | -30.9% |
| YTD | -34.8% | +43.3% | -78.1% | -32.5% |
| 1Y | -41.6% | +63.7% | -105.3% | -39.8% |
| 3Y | +13.8% | +58.0% | -44.2% | +10.2% |
| All | +13.8% | +60.2% | -46.4% | +10.2% |
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