+43.4%
SMH vs MRK
+87.2%
-43.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.7% | -2.2% |
| 7D | -11.2% | +6.7% | -17.9% | -10.3% |
| 30D | -20.4% | +7.8% | -28.2% | -19.5% |
| 3M | -12.4% | +18.2% | -30.6% | -9.8% |
| 6M | -0.5% | +34.7% | -35.2% | +3.3% |
| YTD | +40.0% | +45.8% | -5.8% | +48.9% |
| 1Y | +43.4% | +84.6% | -41.2% | +61.2% |
| All | +43.4% | +87.2% | -43.8% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling