+230.8%
MRK vs IBB
+126.8%
+104.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +0.3% | +4.6% | -4.3% | -1.8% |
| 3M | +9.7% | +6.8% | +2.8% | +6.6% |
| 6M | +32.0% | +23.1% | +8.8% | +20.6% |
| YTD | +43.3% | +26.0% | +17.2% | +29.4% |
| 1Y | +63.7% | +30.4% | +33.3% | +45.8% |
| 3Y | +58.0% | +85.4% | -27.4% | +21.2% |
| 5Y | +105.0% | +39.7% | +65.2% | +73.5% |
| All | +230.8% | +126.8% | +104.0% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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