+524.8%
MRK vs EXEL
+336.4%
+188.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +9.7% | +36.3% | -26.7% | +6.7% |
| 6M | +32.0% | +34.5% | -2.6% | +28.4% |
| YTD | +43.3% | +57.4% | -14.2% | +37.2% |
| 1Y | +63.7% | +62.9% | +0.7% | +56.3% |
| 3Y | +58.0% | +229.5% | -171.5% | +40.3% |
| 5Y | +105.0% | +281.2% | -176.2% | +78.3% |
| 10Y | +228.6% | +320.7% | -92.1% | +171.9% |
| All | +524.8% | +336.4% | +188.4% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling