+281.8%
QCOM vs MRK
+235.2%
+46.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +4.4% | -2.7% | +7.1% | +5.1% |
| 30D | +9.4% | +12.7% | -3.3% | +5.8% |
| 3M | -13.7% | +24.2% | -37.9% | -19.0% |
| 6M | +28.9% | +27.8% | +1.1% | +19.6% |
| YTD | +4.7% | +42.2% | -37.5% | -6.1% |
| 1Y | +13.5% | +80.2% | -66.7% | -5.8% |
| 3Y | +77.1% | +48.4% | +28.7% | +51.9% |
| 5Y | +38.9% | +133.6% | -94.7% | -4.0% |
| 10Y | +281.8% | +236.2% | +45.5% | +132.2% |
| All | +281.8% | +235.2% | +46.6% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling