+129.9%
MRK vs AMGN
+103.1%
+26.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -4.3% | -13.7% | +9.4% | +1.2% |
| 30D | +8.3% | -8.8% | +17.1% | +12.2% |
| 3M | +20.0% | +7.2% | +12.8% | +16.8% |
| 6M | +25.7% | +1.3% | +24.4% | +24.7% |
| YTD | +38.7% | +17.6% | +21.1% | +29.9% |
| 1Y | +74.7% | +37.2% | +37.5% | +54.5% |
| 3Y | +45.4% | +57.7% | -12.4% | +21.7% |
| All | +129.9% | +103.1% | +26.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling