+21,831.6%
LLY vs MRK
+3,815.1%
+18,016.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +22.4% | +3.5% | +18.9% | +20.1% |
| 3M | +17.1% | +11.2% | +5.9% | +10.0% |
| 6M | +44.6% | +32.5% | +12.2% | +23.5% |
| YTD | +33.5% | +42.5% | -9.0% | +9.2% |
| 1Y | +41.1% | +65.4% | -24.3% | +6.3% |
| 3Y | +143.8% | +58.8% | +84.9% | +83.5% |
| 5Y | +473.4% | +103.9% | +369.5% | +275.1% |
| 10Y | +2,035.0% | +226.8% | +1,808.2% | +965.1% |
| All | +21,831.6% | +3,815.1% | +18,016.5% | +1,917.9% |
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 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