+134.8%
MRK vs EL
-68.7%
+203.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.3% |
| 7D | -2.7% | -2.4% | -0.4% | -2.4% |
| 30D | +12.7% | +13.7% | -1.0% | +10.8% |
| 3M | +24.2% | +14.5% | +9.7% | +22.0% |
| 6M | +27.8% | +7.4% | +20.4% | +25.9% |
| YTD | +42.2% | -4.7% | +46.9% | +41.3% |
| 1Y | +80.2% | +12.9% | +67.3% | +75.2% |
| 3Y | +48.4% | -32.2% | +80.6% | +44.7% |
| All | +134.8% | -68.7% | +203.5% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling