+698.5%
STX vs MRK
+59.3%
+639.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +16.8% | 0.0% | +16.8% | +16.8% |
| 30D | -27.0% | +3.5% | -30.5% | -26.9% |
| 3M | -37.9% | +11.2% | -49.1% | -37.8% |
| 6M | -32.5% | +32.5% | -65.0% | -33.9% |
| YTD | +98.6% | +42.5% | +56.1% | +93.2% |
| 1Y | +93.6% | +65.4% | +28.2% | +84.3% |
| All | +698.5% | +59.3% | +639.2% | +655.7% |
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 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