+84.6%
MRK vs EL
+25.6%
+58.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.3% | -2.4% | +2.8% |
| 7D | +6.7% | +2.5% | +4.2% | +6.2% |
| 30D | +7.8% | +20.1% | -12.3% | +4.1% |
| 3M | +18.2% | +29.3% | -11.1% | +12.4% |
| 6M | +34.7% | +38.8% | -4.1% | +26.9% |
| YTD | +45.8% | +8.1% | +37.7% | +38.7% |
| 1Y | +84.6% | +22.3% | +62.2% | +74.4% |
| All | +84.6% | +25.6% | +58.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling