+95.6%
LLY vs MRK
+51.4%
+44.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -5.1% | +15.5% | -20.5% | -11.7% |
| 3M | -2.1% | +25.1% | -27.2% | -12.3% |
| 6M | +13.8% | +30.1% | -16.2% | -0.1% |
| YTD | +5.1% | +43.1% | -38.0% | -11.8% |
| 1Y | +53.1% | +82.5% | -29.3% | +14.3% |
| 3Y | +95.6% | +49.3% | +46.3% | +49.7% |
| All | +95.6% | +51.4% | +44.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling