+2,070.0%
MRK vs APH
+61,451.9%
-59,381.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -47.8% | +49.5% | +8.5% |
| 7D | +0.5% | -48.7% | +49.2% | +7.5% |
| 30D | +17.1% | -51.9% | +69.1% | +26.4% |
| 3M | +25.9% | -43.6% | +69.5% | +32.0% |
| 6M | +26.8% | -37.5% | +64.3% | +30.4% |
| YTD | +44.9% | -38.6% | +83.5% | +48.5% |
| 1Y | +84.8% | -26.3% | +111.2% | +83.4% |
| 3Y | +50.1% | +89.2% | -39.1% | +25.9% |
| 5Y | +127.4% | +119.8% | +7.6% | +84.3% |
| 10Y | +240.0% | +454.3% | -214.3% | +135.8% |
| All | +2,070.0% | +61,451.9% | -59,381.9% | +914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling