+1,407.6%
STX vs MRK
+48.9%
+1,358.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.5% |
| 7D | +10.7% | -0.9% | +11.7% | +10.7% |
| 30D | +11.3% | +15.5% | -4.2% | +11.2% |
| 3M | +3.2% | +25.1% | -21.9% | +2.3% |
| 6M | +157.0% | +30.1% | +126.9% | +152.9% |
| YTD | +229.2% | +43.1% | +186.1% | +220.8% |
| 1Y | +381.8% | +82.5% | +299.4% | +353.5% |
| All | +1,407.6% | +48.9% | +1,358.7% | +1,368.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling