+58.0%
MRK vs EXEL
+230.5%
-172.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +0.3% | +13.1% | -12.9% | -1.5% |
| 3M | +9.7% | +36.3% | -26.7% | +5.3% |
| 6M | +32.0% | +34.5% | -2.6% | +26.7% |
| YTD | +43.3% | +57.4% | -14.2% | +34.7% |
| 1Y | +63.7% | +62.9% | +0.7% | +53.3% |
| 3Y | +58.0% | +229.5% | -171.5% | +36.6% |
| All | +58.0% | +230.5% | -172.4% | +36.6% |
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