+58.0%
MRK vs PH
+135.5%
-77.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | +4.3% | -3.6% | +0.1% |
| 30D | +0.3% | +0.1% | +0.1% | +0.1% |
| 3M | +9.7% | -9.4% | +19.0% | +11.1% |
| 6M | +32.0% | +8.8% | +23.2% | +29.5% |
| YTD | +43.3% | +9.6% | +33.6% | +40.5% |
| 1Y | +63.7% | +14.4% | +49.2% | +59.5% |
| 3Y | +58.0% | +134.5% | -76.5% | +36.5% |
| All | +58.0% | +135.5% | -77.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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