+105.4%
MRK vs IBB
+42.1%
+63.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +1.7% | +5.2% | -3.5% | -0.5% |
| 3M | +13.8% | +8.6% | +5.2% | +10.0% |
| 6M | +34.7% | +27.8% | +6.8% | +22.4% |
| YTD | +43.6% | +28.8% | +14.8% | +29.8% |
| 1Y | +75.7% | +36.4% | +39.3% | +55.7% |
| 3Y | +60.0% | +89.3% | -29.3% | +27.7% |
| 5Y | +105.4% | +43.3% | +62.1% | +57.9% |
| All | +105.4% | +42.1% | +63.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling