+42.8%
TSM vs MRK
+66.6%
-23.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | +6.2% | +0.7% | +5.5% | +6.2% |
| 30D | -7.3% | +0.3% | -7.5% | -7.1% |
| 3M | -7.1% | +9.7% | -16.8% | -6.8% |
| 6M | +0.2% | +32.0% | -31.7% | -0.6% |
| YTD | +32.2% | +43.3% | -11.0% | +33.8% |
| 1Y | +42.8% | +63.7% | -20.9% | +46.1% |
| All | +42.8% | +66.6% | -23.8% | +46.1% |
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