+51,000.2%
QCOM vs MRK
+1,845.3%
+49,154.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | -2.3% | +2.2% | -4.5% | -3.1% |
| 3M | +2.7% | +16.4% | -13.7% | -2.4% |
| 6M | -21.0% | +35.3% | -56.3% | -28.7% |
| YTD | +1.8% | +44.2% | -42.4% | -10.3% |
| 1Y | +2.4% | +77.5% | -75.0% | -15.6% |
| 3Y | +52.1% | +59.2% | -7.1% | +27.0% |
| 5Y | +14.6% | +109.6% | -94.9% | -13.7% |
| 10Y | +230.9% | +229.6% | +1.2% | +112.3% |
| All | +51,000.2% | +1,845.3% | +49,154.9% | +20,238.3% |
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