+236.2%
MRK vs IBB
+122.2%
+114.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.7% | -3.9% | +1.2% | -1.0% |
| 30D | +12.7% | +2.7% | +10.0% | +11.6% |
| 3M | +24.2% | +21.4% | +2.9% | +14.5% |
| 6M | +27.8% | +20.1% | +7.8% | +18.1% |
| YTD | +42.2% | +21.9% | +20.3% | +30.4% |
| 1Y | +80.2% | +44.1% | +36.1% | +54.0% |
| 3Y | +48.4% | +63.4% | -15.0% | +19.4% |
| 5Y | +133.6% | +19.8% | +113.8% | +112.0% |
| 10Y | +236.2% | +127.0% | +109.2% | +113.3% |
| All | +236.2% | +122.2% | +114.0% | +113.3% |
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