+1,537.1%
SOXX vs MRK
+230.6%
+1,306.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.4% | -4.3% | +5.6% | +2.5% |
| 30D | -3.6% | +8.3% | -11.9% | -5.9% |
| 3M | -10.2% | +20.0% | -30.2% | -15.1% |
| 6M | +54.2% | +25.7% | +28.6% | +43.4% |
| YTD | +75.2% | +38.7% | +36.5% | +57.8% |
| 1Y | +107.5% | +74.7% | +32.8% | +73.2% |
| 3Y | +226.8% | +45.4% | +181.4% | +181.0% |
| 5Y | +251.2% | +129.0% | +122.2% | +138.3% |
| All | +1,537.1% | +230.6% | +1,306.5% | +913.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling