+224.4%
MRK vs DGX
+255.3%
-30.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -4.3% | -0.9% | -3.4% | -4.0% |
| 30D | +8.3% | -1.2% | +9.4% | +8.7% |
| 3M | +20.0% | +15.8% | +4.3% | +15.0% |
| 6M | +25.7% | +18.2% | +7.5% | +19.5% |
| YTD | +38.7% | +37.2% | +1.5% | +26.0% |
| 1Y | +74.7% | +30.4% | +44.3% | +60.7% |
| 3Y | +45.4% | +96.7% | -51.3% | +17.1% |
| 5Y | +129.0% | +67.2% | +61.9% | +91.3% |
| All | +224.4% | +255.3% | -30.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling