+87.6%
SMH vs MRK
+76.4%
+11.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.4% |
| 7D | +0.3% | -4.3% | +4.5% | -0.1% |
| 30D | -2.8% | +8.3% | -11.1% | -1.9% |
| 3M | -6.7% | +20.0% | -26.8% | -4.9% |
| 6M | +41.8% | +25.7% | +16.1% | +44.2% |
| YTD | +57.9% | +38.7% | +19.1% | +61.2% |
| 1Y | +87.6% | +74.7% | +13.0% | +91.7% |
| All | +87.6% | +76.4% | +11.3% | +91.7% |
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