+3,763.3%
MRK vs EMR
+4,021.7%
-258.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.9% | +3.1% | -4.0% | -1.9% |
| 30D | +15.5% | -3.5% | +19.0% | +16.6% |
| 3M | +25.1% | +9.8% | +15.3% | +20.9% |
| 6M | +30.1% | +10.8% | +19.3% | +24.9% |
| YTD | +43.1% | +15.9% | +27.2% | +34.7% |
| 1Y | +82.5% | +16.4% | +66.0% | +71.1% |
| 3Y | +49.3% | +62.1% | -12.8% | +22.8% |
| 5Y | +130.3% | +62.9% | +67.3% | +85.4% |
| 10Y | +234.3% | +267.8% | -33.4% | +91.1% |
| All | +3,763.3% | +4,021.7% | -258.3% | +700.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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