+123.8%
STX vs MRK
+87.2%
+36.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.1% | -6.9% |
| 7D | -20.2% | +6.7% | -26.9% | -18.4% |
| 30D | -37.2% | +7.8% | -45.0% | -35.4% |
| 3M | -34.1% | +18.2% | -52.2% | -29.8% |
| 6M | -24.5% | +34.7% | -59.1% | -19.0% |
| YTD | +102.9% | +45.8% | +57.1% | +129.1% |
| 1Y | +123.8% | +84.6% | +39.2% | +153.7% |
| All | +123.8% | +87.2% | +36.6% | +153.7% |
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