+129.9%
MRK vs ELV
+24.6%
+105.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -3.7% |
| 7D | -4.3% | +2.8% | -7.0% | -4.9% |
| 30D | +8.3% | +4.9% | +3.4% | +7.0% |
| 3M | +20.0% | +4.9% | +15.1% | +18.1% |
| 6M | +25.7% | +45.1% | -19.4% | +13.6% |
| YTD | +38.7% | +20.7% | +18.1% | +30.5% |
| 1Y | +74.7% | +35.0% | +39.7% | +59.1% |
| 3Y | +45.4% | -2.4% | +47.8% | +40.4% |
| All | +129.9% | +24.6% | +105.3% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling