+24.5%
ALAB vs MRK
+87.2%
-62.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.4% | -2.8% |
| 7D | -24.9% | +6.7% | -31.6% | -22.7% |
| 30D | -38.4% | +7.8% | -46.1% | -36.1% |
| 3M | -38.3% | +18.2% | -56.4% | -32.2% |
| 6M | +10.9% | +34.7% | -23.7% | +30.6% |
| YTD | +34.2% | +45.8% | -11.6% | +64.6% |
| 1Y | +24.5% | +84.6% | -60.0% | +69.6% |
| All | +24.5% | +87.2% | -62.6% | +69.6% |
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 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