+1,364.2%
MRK vs EL
+1,821.4%
-457.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +0.3% | +10.0% | -9.7% | -1.9% |
| 3M | +9.7% | +28.4% | -18.8% | +3.8% |
| 6M | +32.0% | +37.1% | -5.1% | +22.7% |
| YTD | +43.3% | +7.8% | +35.4% | +38.2% |
| 1Y | +63.7% | +26.0% | +37.6% | +52.5% |
| 3Y | +58.0% | +3.8% | +54.2% | +46.7% |
| 5Y | +105.0% | -65.2% | +170.2% | +134.8% |
| 10Y | +228.6% | +62.1% | +166.5% | +149.5% |
| All | +1,364.2% | +1,821.4% | -457.2% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling