+19.3%
ARM vs MRK
+87.2%
-67.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | -4.3% |
| 7D | -18.7% | +6.7% | -25.4% | -17.3% |
| 30D | -36.7% | +7.8% | -44.4% | -35.4% |
| 3M | -31.6% | +18.2% | -49.8% | -28.4% |
| 6M | -5.6% | +34.7% | -40.3% | 0.0% |
| YTD | +75.5% | +45.8% | +29.7% | +93.7% |
| 1Y | +19.3% | +84.6% | -65.2% | +45.9% |
| All | +19.3% | +87.2% | -67.8% | +45.9% |
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