+129.9%
MRK vs DHR
-30.1%
+160.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.3% | -3.6% | -0.6% | -3.3% |
| 30D | +8.3% | -2.7% | +11.0% | +9.1% |
| 3M | +20.0% | +10.9% | +9.1% | +16.7% |
| 6M | +25.7% | +3.0% | +22.6% | +24.1% |
| YTD | +38.7% | -12.2% | +50.9% | +42.5% |
| 1Y | +74.7% | +3.3% | +71.4% | +72.5% |
| 3Y | +45.4% | -8.2% | +53.6% | +44.1% |
| All | +129.9% | -30.1% | +160.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 5y: compounded portfolio wealth divided by compounded DHR 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…
5y analysis · Full analysis span regression · 6 months rolling