+236.2%
MRK vs APH
+1,046.4%
-810.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +12.7% | -3.0% | +15.7% | +13.2% |
| 3M | +24.2% | +5.7% | +18.5% | +22.2% |
| 6M | +27.8% | +20.0% | +7.8% | +21.9% |
| YTD | +42.2% | +20.8% | +21.4% | +34.0% |
| 1Y | +80.2% | +40.2% | +40.0% | +63.1% |
| 3Y | +48.4% | +288.1% | -239.7% | -1.4% |
| 5Y | +133.6% | +352.5% | -218.9% | +43.6% |
| 10Y | +236.2% | +1,062.5% | -826.2% | +38.2% |
| All | +236.2% | +1,046.4% | -810.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling