+49.3%
MRK vs ARWR
+181.4%
-132.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.2% |
| 30D | +15.5% | -2.9% | +18.4% | +15.7% |
| 3M | +25.1% | +15.2% | +9.9% | +23.5% |
| 6M | +30.1% | +42.3% | -12.2% | +25.9% |
| YTD | +43.1% | +28.2% | +14.9% | +39.4% |
| 1Y | +82.5% | +213.2% | -130.8% | +64.9% |
| 3Y | +49.3% | +184.6% | -135.3% | +29.9% |
| All | +49.3% | +181.4% | -132.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling