+20,639.1%
TXN vs MRK
+3,807.5%
+16,831.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +2.7% | -2.7% | +5.4% | +3.6% |
| 30D | -6.7% | +12.7% | -19.4% | -10.8% |
| 3M | -8.9% | +24.2% | -33.1% | -16.3% |
| 6M | +34.7% | +27.8% | +6.9% | +22.5% |
| YTD | +53.3% | +42.2% | +11.1% | +34.3% |
| 1Y | +45.0% | +80.2% | -35.2% | +16.7% |
| 3Y | +73.1% | +48.4% | +24.7% | +46.0% |
| 5Y | +59.9% | +133.6% | -73.7% | +12.8% |
| 10Y | +415.7% | +236.2% | +179.4% | +218.6% |
| All | +20,639.1% | +3,807.5% | +16,831.6% | +3,888.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling