+74.7%
MRK vs GILD
+27.8%
+46.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -4.3% | -4.8% | +0.6% | -2.2% |
| 30D | +8.3% | +5.8% | +2.5% | +6.2% |
| 3M | +20.0% | +14.9% | +5.1% | +14.0% |
| 6M | +25.7% | -0.4% | +26.0% | +25.0% |
| YTD | +38.7% | +18.5% | +20.2% | +33.5% |
| 1Y | +74.7% | +25.1% | +49.6% | +66.8% |
| All | +74.7% | +27.8% | +46.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 1y: compounded portfolio wealth divided by compounded GILD 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…
1y analysis · Full analysis span regression · 6 months rolling