+3,763.3%
MRK vs PH
+25,009.0%
-21,245.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +15.5% | -10.8% | +26.3% | +18.6% |
| 3M | +25.1% | +8.5% | +16.7% | +22.2% |
| 6M | +30.1% | +3.9% | +26.2% | +28.3% |
| YTD | +43.1% | +9.4% | +33.7% | +39.3% |
| 1Y | +82.5% | +26.8% | +55.7% | +71.1% |
| 3Y | +49.3% | +140.8% | -91.5% | +17.0% |
| 5Y | +130.3% | +253.8% | -123.5% | +60.4% |
| 10Y | +234.3% | +792.3% | -558.0% | +73.1% |
| All | +3,763.3% | +25,009.0% | -21,245.7% | +766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling