+403.5%
MRK vs ESI
+224.6%
+178.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.7% |
| 7D | +1.3% | +3.3% | -2.0% | +0.9% |
| 30D | +17.1% | -5.9% | +23.0% | +17.9% |
| 3M | +25.9% | -14.1% | +40.0% | +27.5% |
| 6M | +26.8% | +6.6% | +20.2% | +24.4% |
| YTD | +44.9% | +45.0% | -0.1% | +36.3% |
| 1Y | +84.8% | +41.5% | +43.4% | +74.1% |
| 3Y | +50.1% | +78.8% | -28.7% | +35.7% |
| 5Y | +127.4% | +70.9% | +56.5% | +103.9% |
| 10Y | +240.0% | +317.1% | -77.1% | +160.6% |
| All | +403.5% | +224.6% | +178.9% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling