+89.8%
ORCL vs MRK
+131.3%
-41.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.1% |
| 7D | +5.3% | +1.3% | +3.9% | +5.3% |
| 30D | +10.0% | +17.1% | -7.2% | +10.1% |
| 3M | -32.6% | +25.9% | -58.5% | -32.5% |
| 6M | +4.9% | +26.8% | -21.9% | +5.0% |
| YTD | -17.8% | +44.9% | -62.7% | -18.7% |
| 1Y | -28.0% | +84.8% | -112.8% | -31.0% |
| 3Y | +36.0% | +50.1% | -14.1% | +32.1% |
| All | +89.8% | +131.3% | -41.4% | +66.2% |
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 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