+369.5%
ALAB vs MRK
+27.5%
+341.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.2% |
| 7D | -6.2% | -4.3% | -1.9% | -7.0% |
| 30D | -8.7% | +8.3% | -16.9% | -7.0% |
| 3M | -20.7% | +20.0% | -40.8% | -17.6% |
| 6M | +133.5% | +25.7% | +107.8% | +143.6% |
| YTD | +75.1% | +38.7% | +36.3% | +84.4% |
| 1Y | +25.0% | +74.7% | -49.6% | +33.5% |
| All | +369.5% | +27.5% | +341.9% | +425.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling