+130.3%
MRK vs ESI
+66.0%
+64.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.5% |
| 7D | -5.0% | -2.3% | -2.7% | -4.8% |
| 30D | +11.0% | -9.0% | +20.0% | +11.9% |
| 3M | +22.4% | -13.3% | +35.6% | +23.3% |
| 6M | +25.4% | +5.3% | +20.1% | +22.9% |
| YTD | +39.5% | +37.6% | +1.9% | +32.0% |
| 1Y | +78.0% | +33.6% | +44.4% | +68.6% |
| 3Y | +45.5% | +75.8% | -30.2% | +32.5% |
| 5Y | +130.3% | +68.6% | +61.7% | +105.0% |
| All | +130.3% | +66.0% | +64.3% | +105.0% |
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