+130.3%
MRK vs FND
-62.8%
+193.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -5.0% | -5.1% | +0.1% | -4.6% |
| 30D | +11.0% | -22.5% | +33.5% | +13.3% |
| 3M | +22.4% | -5.0% | +27.4% | +22.7% |
| 6M | +25.4% | -21.5% | +46.9% | +27.3% |
| YTD | +39.5% | -23.0% | +62.5% | +41.5% |
| 1Y | +78.0% | -44.9% | +122.9% | +84.5% |
| 3Y | +45.5% | -50.0% | +95.5% | +50.0% |
| 5Y | +130.3% | -63.3% | +193.6% | +156.2% |
| All | +130.3% | -62.8% | +193.1% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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