+58.0%
MRK vs IBN
+57.3%
+0.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | +0.3% | +22.1% | -21.8% | -3.9% |
| 3M | +9.7% | +17.1% | -7.4% | +6.0% |
| 6M | +32.0% | +35.5% | -3.6% | +23.4% |
| YTD | +43.3% | +16.8% | +26.5% | +37.9% |
| 1Y | +63.7% | +12.4% | +51.3% | +58.8% |
| 3Y | +58.0% | +58.0% | 0.0% | +43.0% |
| All | +58.0% | +57.3% | +0.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling