+74.8%
QCOM vs MRK
+51.4%
+23.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.1% |
| 30D | +4.3% | +15.5% | -11.2% | +3.0% |
| 3M | -19.6% | +25.1% | -44.7% | -21.3% |
| 6M | +29.5% | +30.1% | -0.6% | +26.0% |
| YTD | +3.4% | +43.1% | -39.7% | -1.1% |
| 1Y | +10.9% | +82.5% | -71.5% | +1.5% |
| 3Y | +74.8% | +49.3% | +25.5% | +64.2% |
| All | +74.8% | +51.4% | +23.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling