+985.4%
MRK vs DGX
+8,631.6%
-7,646.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -5.0% | -3.5% | -1.6% | -4.3% |
| 30D | +11.0% | -2.7% | +13.6% | +11.7% |
| 3M | +22.4% | +13.9% | +8.5% | +19.0% |
| 6M | +25.4% | +16.0% | +9.4% | +21.2% |
| YTD | +39.5% | +34.9% | +4.6% | +30.3% |
| 1Y | +78.0% | +30.6% | +47.4% | +67.2% |
| 3Y | +45.5% | +93.0% | -47.4% | +24.9% |
| 5Y | +130.3% | +64.4% | +65.9% | +102.9% |
| 10Y | +229.8% | +248.1% | -18.3% | +143.3% |
| All | +985.4% | +8,631.6% | -7,646.1% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling