+105.7%
MRK vs FIS
-71.2%
+177.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.2% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +0.3% | -16.7% | +17.0% | +1.1% |
| 3M | +9.7% | -32.3% | +41.9% | +13.1% |
| 6M | +32.0% | -29.1% | +61.0% | +35.2% |
| YTD | +43.3% | -54.1% | +97.4% | +54.3% |
| 1Y | +63.7% | -53.7% | +117.4% | +76.0% |
| 3Y | +58.0% | -38.8% | +96.9% | +65.8% |
| All | +105.7% | -71.2% | +177.0% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling