-15.7%
SHOP vs MRK
+129.3%
-145.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.9% |
| 3M | +14.8% | +24.2% | -9.4% | +15.8% |
| 6M | -5.0% | +27.8% | -32.8% | -4.2% |
| YTD | -21.2% | +42.2% | -63.4% | -20.7% |
| 1Y | -11.6% | +80.2% | -91.8% | -11.3% |
| 3Y | +101.2% | +48.4% | +52.8% | +98.5% |
| 5Y | -15.7% | +133.6% | -149.3% | -22.2% |
| All | -15.7% | +129.3% | -145.0% | -22.2% |
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