+2,716.9%
MRK vs ARWR
-97.0%
+2,814.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +1.7% | -0.3% | +1.3% |
| 30D | +17.1% | -0.7% | +17.8% | +17.1% |
| 3M | +25.9% | +14.9% | +11.0% | +25.9% |
| 6M | +26.8% | +32.6% | -5.8% | +26.7% |
| YTD | +44.9% | +30.0% | +14.9% | +44.8% |
| 1Y | +84.8% | +208.4% | -123.5% | +84.4% |
| 3Y | +50.1% | +208.8% | -158.7% | +49.6% |
| 5Y | +127.4% | +27.8% | +99.6% | +126.8% |
| 10Y | +240.0% | +1,107.6% | -867.6% | +238.1% |
| All | +2,716.9% | -97.0% | +2,814.0% | +3,014.8% |
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