+1,919.2%
MRK vs LIN
+10,625.0%
-8,705.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +2.8% | +6.5% | -3.7% | +0.9% |
| 3M | +15.0% | +5.5% | +9.5% | +13.2% |
| 6M | +30.9% | +3.3% | +27.6% | +29.4% |
| YTD | +42.3% | +22.0% | +20.2% | +33.9% |
| 1Y | +76.1% | +25.7% | +50.3% | +64.3% |
| 3Y | +54.1% | +36.2% | +17.9% | +39.8% |
| 5Y | +109.5% | +66.1% | +43.4% | +77.1% |
| 10Y | +254.8% | +431.0% | -176.2% | +112.8% |
| All | +1,919.2% | +10,625.0% | -8,705.8% | +657.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling