+74.7%
MRK vs AMGN
+39.2%
+35.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -4.3% | -13.7% | +9.4% | +2.8% |
| 30D | +8.3% | -8.8% | +17.1% | +13.1% |
| 3M | +20.0% | +7.2% | +12.8% | +15.6% |
| 6M | +25.7% | +1.3% | +24.4% | +24.2% |
| YTD | +38.7% | +17.6% | +21.1% | +27.2% |
| 1Y | +74.7% | +37.2% | +37.5% | +42.9% |
| All | +74.7% | +39.2% | +35.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling