+130.3%
MRK vs ACN
-43.7%
+174.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -5.0% | -7.9% | +2.9% | -4.3% |
| 30D | +11.0% | -1.1% | +12.0% | +11.0% |
| 3M | +22.4% | +5.6% | +16.8% | +21.4% |
| 6M | +25.4% | -9.9% | +35.3% | +25.8% |
| YTD | +39.5% | -32.3% | +71.8% | +44.0% |
| 1Y | +78.0% | -25.3% | +103.3% | +81.4% |
| 3Y | +45.5% | -42.3% | +87.8% | +51.0% |
| 5Y | +130.3% | -43.5% | +173.8% | +136.1% |
| All | +130.3% | -43.7% | +174.0% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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