+32.4%
TXN vs MRK
+25.2%
+7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -1.3% |
| 7D | +2.0% | -5.0% | +7.0% | +1.4% |
| 30D | -8.0% | +11.0% | -18.9% | -6.8% |
| 3M | -7.8% | +22.4% | -30.1% | -7.2% |
| 6M | +32.4% | +25.4% | +7.0% | +29.3% |
| All | +32.4% | +25.2% | +7.2% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling