+50.6%
MRK vs GEHC
+6.6%
+43.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | -0.9% | -5.2% | +4.2% | 0.0% |
| 30D | +15.5% | -7.0% | +22.4% | +17.0% |
| 3M | +25.1% | +3.3% | +21.8% | +24.2% |
| 6M | +30.1% | -10.0% | +40.1% | +32.0% |
| YTD | +43.1% | -18.5% | +61.6% | +47.6% |
| 1Y | +82.5% | -14.4% | +96.9% | +86.5% |
| 3Y | +49.3% | +3.4% | +45.9% | +47.2% |
| All | +50.6% | +6.6% | +43.9% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling