+365.4%
STX vs MRK
+84.5%
+280.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.1% |
| 7D | +2.4% | +1.3% | +1.0% | +2.6% |
| 30D | +1.4% | +17.1% | -15.8% | +4.6% |
| 3M | -8.2% | +25.9% | -34.1% | -5.1% |
| 6M | +127.0% | +26.8% | +100.2% | +133.9% |
| YTD | +209.1% | +44.9% | +164.2% | +218.1% |
| 1Y | +365.4% | +84.8% | +280.6% | +354.3% |
| All | +365.4% | +84.5% | +280.9% | +354.3% |
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