+105.7%
MRK vs EIX
+18.4%
+87.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +0.3% | +8.5% | -8.3% | -1.3% |
| 3M | +9.7% | -13.5% | +23.1% | +11.6% |
| 6M | +32.0% | -12.4% | +44.3% | +33.9% |
| YTD | +43.3% | +5.9% | +37.4% | +39.5% |
| 1Y | +63.7% | +7.6% | +56.1% | +58.8% |
| 3Y | +58.0% | +12.8% | +45.2% | +49.3% |
| All | +105.7% | +18.4% | +87.4% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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