+3,665.8%
MRK vs EQT
+2,995.6%
+670.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +11.0% | +1.1% | +9.9% | +10.8% |
| 3M | +22.4% | +4.8% | +17.6% | +21.5% |
| 6M | +25.4% | -10.6% | +36.0% | +27.1% |
| YTD | +39.5% | +3.4% | +36.1% | +38.3% |
| 1Y | +78.0% | +8.7% | +69.3% | +74.8% |
| 3Y | +45.5% | +35.0% | +10.6% | +35.8% |
| 5Y | +130.3% | +204.2% | -74.0% | +80.6% |
| 10Y | +229.8% | +52.5% | +177.3% | +166.3% |
| All | +3,665.8% | +2,995.6% | +670.2% | +1,440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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