+129.9%
MRK vs PBR
+552.2%
-422.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.3% | +5.4% | -9.6% | -4.5% |
| 30D | +8.3% | +22.9% | -14.6% | +7.2% |
| 3M | +20.0% | +19.6% | +0.4% | +19.0% |
| 6M | +25.7% | +16.5% | +9.2% | +24.5% |
| YTD | +38.7% | +86.7% | -47.9% | +33.7% |
| 1Y | +74.7% | +74.7% | 0.0% | +68.9% |
| 3Y | +45.4% | +102.6% | -57.2% | +38.8% |
| All | +129.9% | +552.2% | -422.3% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling