+226.2%
MRK vs FIS
-39.9%
+266.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -5.0% | -8.9% | +3.9% | -3.2% |
| 30D | +11.0% | -9.9% | +20.9% | +13.3% |
| 3M | +22.4% | 0.0% | +22.4% | +21.9% |
| 6M | +25.4% | -22.9% | +48.3% | +31.6% |
| YTD | +39.5% | -40.9% | +80.4% | +55.0% |
| 1Y | +78.0% | -40.4% | +118.4% | +97.3% |
| 3Y | +45.5% | -25.4% | +70.9% | +51.3% |
| 5Y | +130.3% | -64.8% | +195.1% | +184.6% |
| All | +226.2% | -39.9% | +266.0% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling