+62.5%
DRAM vs MRK
+26.6%
+35.9%
-44.4%
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% | -3.8% |
| 7D | -16.6% | +6.7% | -23.3% | -14.4% |
| 30D | -26.9% | +7.8% | -34.6% | -24.4% |
| 3M | -17.8% | +18.2% | -36.0% | -9.5% |
| 6M | +6.2% | +34.7% | -28.5% | +24.1% |
| All | +62.5% | +26.6% | +35.9% | +98.0% |
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