-37.8%
ORCL vs MRK
+34.4%
-72.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.6% |
| 30D | -15.3% | +2.2% | -17.5% | -14.4% |
| 3M | -18.2% | +16.4% | -34.6% | -13.4% |
| All | -37.8% | +34.4% | -72.1% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling