+3,739.1%
MRK vs DHR
+55,958.1%
-52,218.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | +12.7% | -2.2% | +14.8% | +13.4% |
| 3M | +24.2% | +9.0% | +15.3% | +21.0% |
| 6M | +27.8% | +3.5% | +24.3% | +25.9% |
| YTD | +42.2% | -10.1% | +52.3% | +45.3% |
| 1Y | +80.2% | +6.2% | +74.0% | +76.1% |
| 3Y | +48.4% | -5.4% | +53.7% | +47.2% |
| 5Y | +133.6% | -27.9% | +161.5% | +144.2% |
| 10Y | +236.2% | +215.7% | +20.5% | +135.0% |
| All | +3,739.1% | +55,958.1% | -52,218.9% | +673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling