+504.7%
MRK vs ELV
+2,409.5%
-1,904.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +15.5% | +2.0% | +13.5% | +14.8% |
| 3M | +25.1% | -3.5% | +28.6% | +25.6% |
| 6M | +30.1% | +40.2% | -10.1% | +16.9% |
| YTD | +43.1% | +15.8% | +27.3% | +34.9% |
| 1Y | +82.5% | +33.2% | +49.3% | +64.8% |
| 3Y | +49.3% | -6.2% | +55.6% | +46.2% |
| 5Y | +130.3% | +16.4% | +113.8% | +108.3% |
| 10Y | +234.3% | +259.8% | -25.4% | +105.2% |
| All | +504.7% | +2,409.5% | -1,904.8% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling