+51,614.1%
QCOM vs MRK
+1,836.0%
+49,778.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | +2.3% | +3.2% | +4.9% |
| 30D | -1.1% | +1.7% | -2.8% | -1.8% |
| 3M | +7.6% | +13.8% | -6.2% | +3.0% |
| 6M | -20.1% | +34.7% | -54.7% | -27.7% |
| YTD | +3.0% | +43.6% | -40.5% | -9.1% |
| 1Y | +3.2% | +75.7% | -72.4% | -14.7% |
| 3Y | +48.9% | +60.0% | -11.1% | +24.1% |
| 5Y | +21.1% | +105.4% | -84.3% | -8.2% |
| 10Y | +242.8% | +224.1% | +18.6% | +121.1% |
| All | +51,614.1% | +1,836.0% | +49,778.1% | +20,511.3% |
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