+593.9%
MRK vs ALNY
+3,976.7%
-3,382.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.3% | -6.5% | +2.3% | -3.6% |
| 30D | +8.3% | +11.0% | -2.8% | +7.2% |
| 3M | +20.0% | -14.1% | +34.1% | +21.1% |
| 6M | +25.7% | -22.4% | +48.1% | +27.9% |
| YTD | +38.7% | -37.5% | +76.2% | +44.1% |
| 1Y | +74.7% | -46.9% | +121.6% | +84.2% |
| 3Y | +45.4% | +22.1% | +23.3% | +38.7% |
| 5Y | +129.0% | +31.2% | +97.8% | +110.5% |
| 10Y | +228.0% | +256.3% | -28.3% | +147.8% |
| All | +593.9% | +3,976.7% | -3,382.8% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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