+1,219.1%
MRK vs HIG
+980.5%
+238.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.0% |
| 7D | -0.9% | -1.1% | +0.1% | -0.8% |
| 30D | +15.5% | -4.9% | +20.4% | +16.2% |
| 3M | +25.1% | +6.8% | +18.3% | +23.9% |
| 6M | +30.1% | -1.7% | +31.8% | +30.2% |
| YTD | +43.1% | -0.2% | +43.3% | +43.0% |
| 1Y | +82.5% | +5.7% | +76.7% | +80.8% |
| 3Y | +49.3% | +100.3% | -51.0% | +34.9% |
| 5Y | +130.3% | +118.5% | +11.8% | +104.5% |
| 10Y | +234.3% | +309.7% | -75.4% | +165.3% |
| All | +1,219.1% | +980.5% | +238.6% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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