+7.9%
QCOM vs MRK
+84.5%
-76.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | +3.3% | +1.3% | +2.0% | +3.4% |
| 30D | +7.7% | +17.1% | -9.4% | +8.9% |
| 3M | -30.1% | +25.9% | -56.0% | -28.9% |
| 6M | +22.8% | +26.8% | -4.0% | +25.6% |
| YTD | +0.2% | +44.9% | -44.7% | +0.6% |
| 1Y | +7.9% | +84.8% | -77.0% | +5.8% |
| All | +7.9% | +84.5% | -76.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling