+554.0%
MRK vs IBN
+1,760.3%
-1,206.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +1.9% | -1.2% | +0.5% |
| 30D | +0.3% | +22.1% | -21.8% | -2.4% |
| 3M | +9.7% | +17.1% | -7.4% | +7.3% |
| 6M | +32.0% | +35.5% | -3.6% | +26.5% |
| YTD | +43.3% | +16.8% | +26.5% | +40.0% |
| 1Y | +63.7% | +12.4% | +51.3% | +60.7% |
| 3Y | +58.0% | +58.0% | 0.0% | +47.7% |
| 5Y | +105.0% | +73.7% | +31.3% | +88.0% |
| 10Y | +228.6% | +385.6% | -157.0% | +154.3% |
| All | +554.0% | +1,760.3% | -1,206.4% | +309.1% |
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