+104.6%
MRK vs ESI
+37.5%
+67.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | 0.0% |
| 7D | 0.0% | +8.3% | -8.3% | -0.7% |
| 30D | +3.5% | -10.4% | +13.9% | +4.3% |
| 3M | +11.2% | -13.2% | +24.4% | +12.2% |
| 6M | +32.5% | -23.9% | +56.4% | +34.8% |
| YTD | +42.5% | +34.2% | +8.3% | +35.1% |
| 1Y | +65.4% | +22.2% | +43.2% | +58.3% |
| 3Y | +58.8% | +79.2% | -20.4% | +45.1% |
| All | +104.6% | +37.5% | +67.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling