+17,561.1%
LLY vs MRK
+3,881.6%
+13,679.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -2.1% | +1.3% | -3.5% | -2.9% |
| 30D | -1.6% | +17.1% | -18.8% | -10.0% |
| 3M | +2.3% | +25.9% | -23.6% | -10.1% |
| 6M | +14.9% | +26.8% | -11.9% | +0.4% |
| YTD | +7.5% | +44.9% | -37.4% | -12.8% |
| 1Y | +55.7% | +84.8% | -29.2% | +10.4% |
| 3Y | +110.6% | +50.1% | +60.5% | +63.5% |
| 5Y | +363.4% | +127.4% | +236.0% | +183.7% |
| 10Y | +1,649.0% | +240.0% | +1,409.0% | +755.0% |
| All | +17,561.1% | +3,881.6% | +13,679.5% | +1,512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling