+377.3%
MRK vs IBB
+580.2%
-202.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.1% | -1.4% | -0.8% | -1.6% |
| 30D | +1.2% | +6.8% | -5.6% | -1.9% |
| 3M | +13.5% | +9.2% | +4.3% | +9.1% |
| 6M | +34.0% | +28.3% | +5.7% | +19.7% |
| YTD | +42.7% | +29.4% | +13.3% | +26.7% |
| 1Y | +66.6% | +33.2% | +33.4% | +46.1% |
| 3Y | +59.1% | +90.2% | -31.1% | +18.3% |
| 5Y | +104.1% | +44.0% | +60.1% | +67.8% |
| 10Y | +227.3% | +133.1% | +94.2% | +107.7% |
| All | +377.3% | +580.2% | -202.9% | +40.8% |
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