+365.7%
ALAB vs MRK
+31.6%
+334.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -7.2% |
| 7D | +3.2% | -0.9% | +4.1% | +3.0% |
| 30D | -13.6% | +15.5% | -29.0% | -10.9% |
| 3M | -16.6% | +25.1% | -41.7% | -12.6% |
| 6M | +142.3% | +30.1% | +112.2% | +154.6% |
| YTD | +73.6% | +43.1% | +30.5% | +84.1% |
| 1Y | +33.7% | +82.5% | -48.8% | +43.7% |
| All | +365.7% | +31.6% | +334.1% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling