+46.0%
MRK vs GEHC
+2.1%
+43.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -4.3% | -7.2% | +2.9% | -3.0% |
| 30D | +8.3% | -11.6% | +19.8% | +10.8% |
| 3M | +20.0% | -0.8% | +20.9% | +20.1% |
| 6M | +25.7% | -11.9% | +37.6% | +28.0% |
| YTD | +38.7% | -21.9% | +60.7% | +44.2% |
| 1Y | +74.7% | -17.8% | +92.5% | +79.9% |
| 3Y | +45.4% | -3.5% | +48.9% | +44.7% |
| All | +46.0% | +2.1% | +43.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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