+325.3%
STX vs MRK
+76.4%
+248.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.8% |
| 7D | -2.3% | -4.3% | +2.0% | -3.1% |
| 30D | -5.5% | +8.3% | -13.8% | -3.7% |
| 3M | -4.3% | +20.0% | -24.3% | -1.7% |
| 6M | +115.6% | +25.7% | +89.9% | +119.7% |
| YTD | +202.2% | +38.7% | +163.5% | +208.9% |
| 1Y | +325.3% | +74.7% | +250.6% | +313.2% |
| All | +325.3% | +76.4% | +248.9% | +313.2% |
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