+49.0%
MRK vs EXEL
+164.8%
-115.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.7% | +10.1% | +2.5% | +11.3% |
| 3M | +24.2% | +10.1% | +14.2% | +22.6% |
| 6M | +27.8% | +37.7% | -9.8% | +22.7% |
| YTD | +42.2% | +33.1% | +9.1% | +36.9% |
| 1Y | +80.2% | +52.4% | +27.8% | +70.7% |
| All | +49.0% | +164.8% | -115.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling