+133.6%
MRK vs ARWR
+25.7%
+107.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | +12.7% | -6.5% | +19.1% | +13.2% |
| 3M | +24.2% | +12.7% | +11.6% | +23.0% |
| 6M | +27.8% | +36.2% | -8.4% | +24.6% |
| YTD | +42.2% | +24.5% | +17.7% | +39.3% |
| 1Y | +80.2% | +198.0% | -117.8% | +65.8% |
| 3Y | +48.4% | +176.4% | -128.0% | +32.4% |
| 5Y | +133.6% | +26.6% | +107.0% | +113.1% |
| All | +133.6% | +25.7% | +107.9% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling