+46.1%
MRK vs IBN
+25.1%
+21.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.0% | -5.5% | +0.5% | -3.8% |
| 30D | +11.0% | -3.4% | +14.4% | +11.8% |
| 3M | +22.4% | +8.7% | +13.7% | +20.1% |
| 6M | +25.4% | +3.7% | +21.7% | +24.1% |
| YTD | +39.5% | -2.4% | +41.9% | +39.5% |
| 1Y | +78.0% | -8.1% | +86.1% | +79.8% |
| All | +46.1% | +25.1% | +21.0% | +39.7% |
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