+84.8%
MRK vs EL
+14.8%
+70.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +17.1% | +19.8% | -2.7% | +13.6% |
| 3M | +25.9% | +25.7% | +0.2% | +21.5% |
| 6M | +26.8% | +5.4% | +21.4% | +23.2% |
| YTD | +44.9% | +0.2% | +44.7% | +40.5% |
| 1Y | +84.8% | +20.4% | +64.4% | +80.3% |
| All | +84.8% | +14.8% | +70.1% | +80.3% |
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