+3,280.0%
PFE vs MRK
+3,881.6%
-601.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +1.8% | +1.3% | +0.4% | +1.0% |
| 30D | +10.2% | +17.1% | -6.9% | +0.6% |
| 3M | +12.7% | +25.9% | -13.2% | -1.4% |
| 6M | +10.5% | +26.8% | -16.3% | -4.3% |
| YTD | +20.2% | +44.9% | -24.8% | -3.6% |
| 1Y | +24.1% | +84.8% | -60.8% | -13.2% |
| 3Y | -3.6% | +50.1% | -53.7% | -26.2% |
| 5Y | -20.9% | +127.4% | -148.3% | -53.3% |
| 10Y | +35.8% | +240.0% | -204.1% | -37.2% |
| All | +3,280.0% | +3,881.6% | -601.7% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling