+3,767.8%
MRK vs EMR
+4,423.3%
-655.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.2% |
| 30D | +0.3% | +3.7% | -3.4% | -0.9% |
| 3M | +9.7% | +2.0% | +7.6% | +8.7% |
| 6M | +32.0% | +22.1% | +9.8% | +23.2% |
| YTD | +43.3% | +27.2% | +16.0% | +30.9% |
| 1Y | +63.7% | +32.0% | +31.6% | +47.7% |
| 3Y | +58.0% | +103.3% | -45.3% | +21.0% |
| 5Y | +105.0% | +88.2% | +16.8% | +57.6% |
| 10Y | +228.6% | +280.4% | -51.8% | +86.2% |
| All | +3,767.8% | +4,423.3% | -655.5% | +677.3% |
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