+96.4%
SHOP vs MRK
+48.0%
+48.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.5% |
| 7D | -10.6% | -2.7% | -7.9% | -10.7% |
| 30D | -18.3% | +12.7% | -31.0% | -17.7% |
| 3M | +14.8% | +24.2% | -9.4% | +16.5% |
| 6M | -5.0% | +27.8% | -32.8% | -3.6% |
| YTD | -21.2% | +42.2% | -63.4% | -20.2% |
| 1Y | -11.6% | +80.2% | -91.8% | -10.9% |
| All | +96.4% | +48.0% | +48.4% | +96.5% |
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