+224.4%
MRK vs ENTG
+797.5%
-573.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -4.3% | +1.2% | -5.4% | -4.4% |
| 30D | +8.3% | -12.9% | +21.1% | +9.4% |
| 3M | +20.0% | -3.1% | +23.1% | +19.0% |
| 6M | +25.7% | +21.0% | +4.7% | +21.4% |
| YTD | +38.7% | +67.0% | -28.3% | +29.5% |
| 1Y | +74.7% | +68.6% | +6.1% | +62.0% |
| 3Y | +45.4% | +48.6% | -3.3% | +32.7% |
| 5Y | +129.0% | +18.6% | +110.4% | +107.6% |
| All | +224.4% | +797.5% | -573.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling