+2,669.8%
MRK vs ARWR
-98.4%
+2,768.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.1% |
| 7D | 0.0% | -17.9% | +17.9% | 0.0% |
| 30D | +3.5% | -18.9% | +22.4% | +3.5% |
| 3M | +11.2% | -46.0% | +57.2% | +11.3% |
| 6M | +32.5% | -40.3% | +72.8% | +32.6% |
| YTD | +42.5% | -29.0% | +71.5% | +42.6% |
| 1Y | +65.4% | +13.8% | +51.6% | +65.3% |
| 3Y | +58.8% | +74.9% | -16.1% | +58.5% |
| 5Y | +103.9% | -36.2% | +140.1% | +103.6% |
| 10Y | +226.8% | +1,028.0% | -801.2% | +225.3% |
| All | +2,669.8% | -98.4% | +2,768.2% | +2,966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling