+483.3%
LLY vs MRK
+104.6%
+378.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | +19.6% | +0.3% | +19.3% | +19.3% |
| 3M | +19.7% | +9.7% | +10.1% | +13.4% |
| 6M | +42.7% | +32.0% | +10.8% | +22.3% |
| YTD | +35.1% | +43.3% | -8.1% | +10.5% |
| 1Y | +42.2% | +63.7% | -21.5% | +8.1% |
| 3Y | +140.8% | +58.0% | +82.8% | +75.3% |
| All | +483.3% | +104.6% | +378.7% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling