+59.6%
TXN vs MRK
+128.0%
-68.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.4% | +3.9% |
| 7D | +4.0% | -4.3% | +8.2% | +4.6% |
| 30D | -2.9% | +8.3% | -11.1% | -4.2% |
| 3M | -9.1% | +20.0% | -29.1% | -12.2% |
| 6M | +36.6% | +25.7% | +11.0% | +30.7% |
| YTD | +57.5% | +38.7% | +18.7% | +48.0% |
| 1Y | +49.5% | +74.7% | -25.2% | +34.8% |
| 3Y | +76.5% | +45.4% | +31.2% | +59.3% |
| All | +59.6% | +128.0% | -68.4% | +37.1% |
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 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