+84.6%
MRK vs LEN
-21.9%
+106.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.2% | +2.3% |
| 7D | +6.7% | +10.5% | -3.8% | +4.4% |
| 30D | +7.8% | +24.6% | -16.9% | +2.4% |
| 3M | +18.2% | +6.6% | +11.5% | +16.4% |
| 6M | +34.7% | +10.6% | +24.0% | +31.4% |
| YTD | +45.8% | -8.3% | +54.1% | +47.0% |
| 1Y | +84.6% | -22.5% | +107.1% | +99.4% |
| All | +84.6% | -21.9% | +106.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling