+46.1%
MRK vs AMGN
+62.1%
-15.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.0% |
| 7D | -5.0% | -13.9% | +8.9% | +0.9% |
| 30D | +11.0% | -7.1% | +18.1% | +14.3% |
| 3M | +22.4% | +13.9% | +8.5% | +16.0% |
| 6M | +25.4% | +3.2% | +22.2% | +23.4% |
| YTD | +39.5% | +19.2% | +20.2% | +29.5% |
| 1Y | +78.0% | +41.1% | +36.8% | +54.8% |
| All | +46.1% | +62.1% | -15.9% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling