+60.0%
MRK vs LIN
+38.5%
+21.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +2.3% | +2.0% | +0.3% | +1.8% |
| 30D | +1.7% | +7.9% | -6.2% | -0.4% |
| 3M | +13.8% | +6.3% | +7.4% | +11.9% |
| 6M | +34.7% | +6.5% | +28.2% | +32.1% |
| YTD | +43.6% | +23.6% | +20.0% | +34.5% |
| 1Y | +75.7% | +25.7% | +50.0% | +63.6% |
| 3Y | +60.0% | +35.6% | +24.4% | +49.9% |
| All | +60.0% | +38.5% | +21.5% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling