+50,186.6%
QCOM vs MRK
+1,854.3%
+48,332.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +7.7% | +17.1% | -9.4% | +2.4% |
| 3M | -30.1% | +25.9% | -56.0% | -35.3% |
| 6M | +22.8% | +26.8% | -4.0% | +13.0% |
| YTD | +0.2% | +44.9% | -44.7% | -11.7% |
| 1Y | +7.9% | +84.8% | -77.0% | -12.3% |
| 3Y | +55.8% | +50.1% | +5.7% | +32.6% |
| 5Y | +30.1% | +127.4% | -97.4% | -5.0% |
| 10Y | +248.9% | +240.0% | +8.9% | +121.9% |
| All | +50,186.6% | +1,854.3% | +48,332.3% | +19,924.8% |
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 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