+257.6%
ALAB vs MRK
+31.7%
+225.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | +16.3% | +0.7% | +15.6% | +16.4% |
| 30D | -26.1% | +0.3% | -26.4% | -26.0% |
| 3M | -31.3% | +9.7% | -40.9% | -29.7% |
| 6M | -1.0% | +32.0% | -33.0% | +4.5% |
| YTD | +33.3% | +43.3% | -9.9% | +41.6% |
| 1Y | +53.5% | +63.7% | -10.1% | +64.3% |
| All | +257.6% | +31.7% | +225.9% | +303.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling