+1,077.4%
STX vs MRK
+129.3%
+948.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +9.6% | -2.7% | +12.3% | +9.6% |
| 30D | +10.6% | +12.7% | -2.1% | +10.1% |
| 3M | +4.8% | +24.2% | -19.4% | +3.3% |
| 6M | +137.3% | +27.8% | +109.4% | +132.8% |
| YTD | +222.5% | +42.2% | +180.3% | +213.0% |
| 1Y | +366.2% | +80.2% | +286.0% | +339.5% |
| 3Y | +1,352.9% | +48.4% | +1,304.5% | +1,278.3% |
| 5Y | +1,077.4% | +133.6% | +943.9% | +892.6% |
| All | +1,077.4% | +129.3% | +948.1% | +892.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling