+384.7%
MRK vs IBB
+560.8%
-176.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +0.7% |
| 30D | +17.1% | +10.5% | +6.7% | +12.2% |
| 3M | +25.9% | +23.6% | +2.3% | +14.7% |
| 6M | +26.8% | +22.6% | +4.2% | +15.7% |
| YTD | +44.9% | +25.7% | +19.2% | +30.6% |
| 1Y | +84.8% | +51.4% | +33.5% | +53.5% |
| 3Y | +50.1% | +64.4% | -14.3% | +19.2% |
| 5Y | +127.4% | +22.1% | +105.3% | +101.6% |
| 10Y | +240.0% | +132.5% | +107.5% | +116.0% |
| All | +384.7% | +560.8% | -176.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling