+84.8%
MRK vs ELV
+34.8%
+50.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.1% |
| 7D | +1.3% | +3.3% | -2.0% | +0.9% |
| 30D | +17.1% | +4.2% | +13.0% | +16.5% |
| 3M | +25.9% | -0.1% | +26.0% | +25.7% |
| 6M | +26.8% | +41.3% | -14.4% | +17.5% |
| YTD | +44.9% | +17.4% | +27.5% | +37.5% |
| 1Y | +84.8% | +35.1% | +49.8% | +57.1% |
| All | +84.8% | +34.8% | +50.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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