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  • MRK vs FIS✓SelectedUSD · FISMRK vs FIS performance historyLatest closeAs of-1.24%09/08
Stock and ETF performance explorer

MRK vs FIS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+427.2%
FIS return
+346.5%
Excess return
+80.6%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFISExcessAlpha
1D-1.2%-5.9%+4.7%+0.3%
7D-0.9%-3.5%+2.5%0.0%
30D+15.5%-7.8%+23.3%+17.8%
3M+25.1%+0.8%+24.3%+24.2%
6M+30.1%-21.9%+52.0%+37.7%
YTD+43.1%-39.5%+82.6%+61.9%
1Y+82.5%-41.0%+123.4%+107.6%
3Y+49.3%-23.6%+72.9%+55.4%
5Y+130.3%-65.6%+195.9%+188.2%
10Y+234.3%-40.2%+274.6%+241.9%
All+427.2%+346.5%+80.6%+209.4%

Cumulative growth

Daily Returns

Daily percentage return beside FIS.

Daily Out/Under-Performance

Portfolio return minus FIS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FIS 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling