-2.1%
IGV vs MRK
+84.5%
-86.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.5% |
| 7D | -4.5% | +1.3% | -5.8% | -4.3% |
| 30D | +3.2% | +17.1% | -13.9% | +6.3% |
| 3M | +4.5% | +25.9% | -21.4% | +9.6% |
| 6M | +22.1% | +26.8% | -4.7% | +28.3% |
| YTD | -1.0% | +44.9% | -46.0% | +5.0% |
| 1Y | -2.1% | +84.8% | -86.9% | +4.9% |
| All | -2.1% | +84.5% | -86.6% | +4.9% |
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