+524.1%
MRK vs EXEL
+264.7%
+259.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | +15.5% | +6.7% | +8.8% | +14.8% |
| 3M | +25.1% | +11.5% | +13.6% | +23.8% |
| 6M | +30.1% | +38.8% | -8.7% | +26.1% |
| YTD | +43.1% | +31.6% | +11.5% | +39.3% |
| 1Y | +82.5% | +53.0% | +29.4% | +75.0% |
| 3Y | +49.3% | +160.8% | -111.5% | +35.3% |
| 5Y | +130.3% | +190.1% | -59.8% | +105.0% |
| 10Y | +234.3% | +367.0% | -132.6% | +173.5% |
| All | +524.1% | +264.7% | +259.4% | +307.7% |
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