+14.6%
QCOM vs MRK
+107.3%
-92.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | -2.3% | +2.2% | -4.5% | -2.5% |
| 3M | +2.7% | +16.4% | -13.7% | +1.3% |
| 6M | -21.0% | +35.3% | -56.3% | -23.5% |
| YTD | +1.8% | +44.2% | -42.4% | -2.6% |
| 1Y | +2.4% | +77.5% | -75.0% | -5.1% |
| 3Y | +52.1% | +59.2% | -7.1% | +38.2% |
| 5Y | +14.6% | +109.6% | -94.9% | -1.7% |
| All | +14.6% | +107.3% | -92.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling