+45.4%
MRK vs EL
-34.0%
+79.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.3% | -6.5% | +2.2% | -3.3% |
| 30D | +8.3% | +11.1% | -2.9% | +6.5% |
| 3M | +20.0% | +10.7% | +9.3% | +18.0% |
| 6M | +25.7% | +6.9% | +18.8% | +23.5% |
| YTD | +38.7% | -6.3% | +45.0% | +37.9% |
| 1Y | +74.7% | +13.5% | +61.2% | +68.4% |
| 3Y | +45.4% | -33.1% | +78.4% | +39.4% |
| All | +45.4% | -34.0% | +79.3% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling