+346.6%
SOXX vs MRK
+84.2%
+262.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.1% | -1.6% |
| 7D | +158.9% | +6.7% | +152.2% | +162.5% |
| 30D | +129.2% | +7.8% | +121.5% | +133.1% |
| 3M | +149.7% | +18.2% | +131.5% | +158.5% |
| 6M | +193.4% | +34.7% | +158.7% | +205.7% |
| YTD | +351.0% | +45.8% | +305.3% | +380.1% |
| All | +346.6% | +84.2% | +262.4% | +394.2% |
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