+1,549.9%
LLY vs MRK
+230.6%
+1,319.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | -2.9% | -4.3% | +1.3% | -0.5% |
| 30D | -8.4% | +8.3% | -16.7% | -13.0% |
| 3M | -3.8% | +20.0% | -23.8% | -14.0% |
| 6M | +11.9% | +25.7% | -13.7% | -2.8% |
| YTD | +4.3% | +38.7% | -34.4% | -14.8% |
| 1Y | +48.5% | +74.7% | -26.2% | +5.4% |
| 3Y | +91.2% | +45.4% | +45.9% | +46.4% |
| 5Y | +387.5% | +129.0% | +258.4% | +171.9% |
| All | +1,549.9% | +230.6% | +1,319.2% | +648.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling