+74.7%
MRK vs FIS
-41.2%
+115.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -4.3% | -9.0% | +4.7% | -3.5% |
| 30D | +8.3% | -9.0% | +17.3% | +9.1% |
| 3M | +20.0% | -0.5% | +20.6% | +20.0% |
| 6M | +25.7% | -23.1% | +48.8% | +28.2% |
| YTD | +38.7% | -41.5% | +80.2% | +53.3% |
| 1Y | +74.7% | -42.2% | +116.9% | +93.4% |
| All | +74.7% | -41.2% | +115.8% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling