+226.2%
MRK vs ARWR
+1,080.6%
-854.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.0% | -4.3% | -0.7% | -4.8% |
| 30D | +11.0% | -7.3% | +18.2% | +11.4% |
| 3M | +22.4% | +17.0% | +5.4% | +21.1% |
| 6M | +25.4% | +39.8% | -14.4% | +22.6% |
| YTD | +39.5% | +24.7% | +14.8% | +37.1% |
| 1Y | +78.0% | +186.5% | -108.5% | +66.2% |
| 3Y | +45.5% | +176.8% | -131.2% | +32.7% |
| 5Y | +130.3% | +29.3% | +100.9% | +113.9% |
| All | +226.2% | +1,080.6% | -854.4% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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