+2,674.2%
MRK vs ARWR
-98.3%
+2,772.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.1% | -19.9% | +17.8% | -2.1% |
| 30D | +1.2% | -18.7% | +19.9% | +1.2% |
| 3M | +13.5% | -44.7% | +58.2% | +13.7% |
| 6M | +34.0% | -36.5% | +70.5% | +34.1% |
| YTD | +42.7% | -25.7% | +68.4% | +42.8% |
| 1Y | +66.6% | +18.9% | +47.6% | +66.5% |
| 3Y | +59.1% | +83.1% | -24.0% | +58.7% |
| 5Y | +104.1% | -34.9% | +139.0% | +103.8% |
| 10Y | +227.3% | +1,080.9% | -853.5% | +225.8% |
| All | +2,674.2% | -98.3% | +2,772.5% | +2,971.0% |
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