+227.3%
MRK vs LIN
+418.8%
-191.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | +0.3% | -2.5% | -2.2% |
| 30D | +1.2% | +8.0% | -6.9% | -1.5% |
| 3M | +13.5% | +7.7% | +5.8% | +10.6% |
| 6M | +34.0% | +5.1% | +28.9% | +31.4% |
| YTD | +42.7% | +24.7% | +18.0% | +31.6% |
| 1Y | +66.6% | +25.1% | +41.5% | +53.3% |
| 3Y | +59.1% | +36.8% | +22.2% | +40.8% |
| 5Y | +104.1% | +67.9% | +36.3% | +64.9% |
| 10Y | +227.3% | +427.2% | -199.9% | +71.8% |
| All | +227.3% | +418.8% | -191.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling