+549.1%
MRK vs IBN
+1,463.9%
-914.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -2.7% | -5.1% | +2.4% | -2.0% |
| 30D | +12.7% | -3.5% | +16.2% | +13.2% |
| 3M | +24.2% | +11.3% | +12.9% | +22.4% |
| 6M | +27.8% | +4.4% | +23.4% | +27.0% |
| YTD | +42.2% | -1.8% | +44.0% | +42.3% |
| 1Y | +80.2% | -8.0% | +88.2% | +81.8% |
| 3Y | +48.4% | +27.1% | +21.3% | +42.8% |
| 5Y | +133.6% | +54.5% | +79.1% | +117.5% |
| 10Y | +236.2% | +314.2% | -78.0% | +165.7% |
| All | +549.1% | +1,463.9% | -914.8% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling