+133.6%
MRK vs ALHC
-27.5%
+161.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -2.7% | -4.1% | +1.4% | -2.7% |
| 30D | +12.7% | -5.4% | +18.1% | +12.7% |
| 3M | +24.2% | -32.1% | +56.4% | +24.6% |
| 6M | +27.8% | -28.5% | +56.3% | +27.9% |
| YTD | +42.2% | -34.0% | +76.2% | +42.4% |
| 1Y | +80.2% | -20.9% | +101.1% | +80.1% |
| 3Y | +48.4% | +151.5% | -103.2% | +44.9% |
| 5Y | +133.6% | -28.8% | +162.4% | +129.1% |
| All | +133.6% | -27.5% | +161.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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