+134.8%
MRK vs EIX
+24.2%
+110.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -2.7% | +4.1% | -6.8% | -3.5% |
| 30D | +12.7% | -15.3% | +28.0% | +15.0% |
| 3M | +24.2% | -18.4% | +42.7% | +27.8% |
| 6M | +27.8% | -16.8% | +44.7% | +30.8% |
| YTD | +42.2% | -0.6% | +42.8% | +40.2% |
| 1Y | +80.2% | +10.7% | +69.5% | +73.8% |
| 3Y | +48.4% | -4.5% | +52.9% | +45.2% |
| All | +134.8% | +24.2% | +110.6% | +117.5% |
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