+49.0%
MRK vs RGEN
+2.1%
+46.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | -2.7% | -4.6% | +1.9% | -2.3% |
| 30D | +12.7% | +1.2% | +11.5% | +12.6% |
| 3M | +24.2% | +26.8% | -2.6% | +21.7% |
| 6M | +27.8% | +29.1% | -1.2% | +24.8% |
| YTD | +42.2% | +0.7% | +41.5% | +41.6% |
| 1Y | +80.2% | +39.1% | +41.1% | +75.0% |
| All | +49.0% | +2.1% | +46.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling