+96.2%
SMH vs MRK
+84.5%
+11.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.5% |
| 7D | +2.5% | +1.3% | +1.2% | +2.6% |
| 30D | -0.5% | +17.1% | -17.6% | +1.1% |
| 3M | -9.6% | +25.9% | -35.5% | -7.6% |
| 6M | +42.1% | +26.8% | +15.3% | +45.1% |
| YTD | +57.4% | +44.9% | +12.5% | +61.4% |
| 1Y | +96.2% | +84.8% | +11.4% | +101.0% |
| All | +96.2% | +84.5% | +11.7% | +101.0% |
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