+427.8%
MRK vs FIS
+238.5%
+189.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.2% |
| 30D | +0.3% | -16.7% | +17.0% | +3.4% |
| 3M | +9.7% | -32.3% | +41.9% | +19.2% |
| 6M | +32.0% | -29.1% | +61.0% | +41.0% |
| YTD | +43.3% | -54.1% | +97.4% | +71.1% |
| 1Y | +63.7% | -53.7% | +117.4% | +94.9% |
| 3Y | +58.0% | -38.8% | +96.9% | +71.3% |
| 5Y | +105.0% | -71.1% | +176.1% | +162.9% |
| 10Y | +228.6% | -53.1% | +281.7% | +251.2% |
| All | +427.8% | +238.5% | +189.3% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling