+123.8%
MRK vs BBIO
+136.7%
-12.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | +8.3% | -13.6% | +21.9% | +8.8% |
| 3M | +20.0% | +7.2% | +12.8% | +19.7% |
| 6M | +25.7% | +1.5% | +24.2% | +25.5% |
| YTD | +38.7% | -5.3% | +44.0% | +38.6% |
| 1Y | +74.7% | +37.7% | +37.0% | +72.3% |
| 3Y | +45.4% | +153.9% | -108.5% | +39.7% |
| 5Y | +129.0% | +43.9% | +85.2% | +116.0% |
| All | +123.8% | +136.7% | -12.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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