-1.0%
ALAB vs MRK
+33.4%
-34.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | +16.3% | +0.7% | +15.6% | +16.5% |
| 30D | -26.1% | +0.3% | -26.4% | -25.8% |
| 3M | -31.3% | +9.7% | -40.9% | -26.9% |
| 6M | -1.0% | +32.0% | -33.0% | +16.6% |
| All | -1.0% | +33.4% | -34.4% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling