+23.5%
ALAB vs MRK
+77.5%
-54.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -6.1% |
| 7D | +0.6% | -5.0% | +5.6% | -1.4% |
| 30D | -8.8% | +11.0% | -19.8% | -4.6% |
| 3M | -14.0% | +22.4% | -36.4% | -6.2% |
| 6M | +144.3% | +25.4% | +118.9% | +166.2% |
| YTD | +71.0% | +39.5% | +31.5% | +90.9% |
| 1Y | +23.5% | +78.0% | -54.5% | +41.5% |
| All | +23.5% | +77.5% | -54.0% | +41.5% |
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