+224.4%
MRK vs RGEN
+415.7%
-191.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | +8.3% | -0.3% | +8.6% | +8.3% |
| 3M | +20.0% | +23.9% | -3.8% | +17.3% |
| 6M | +25.7% | +38.5% | -12.9% | +21.0% |
| YTD | +38.7% | +0.8% | +37.9% | +37.7% |
| 1Y | +74.7% | +38.2% | +36.5% | +68.0% |
| 3Y | +45.4% | +1.3% | +44.1% | +40.7% |
| 5Y | +129.0% | -44.0% | +173.0% | +131.8% |
| All | +224.4% | +415.7% | -191.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling