+58.0%
MRK vs RGEN
+15.2%
+42.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.7% | -3.3% | +4.0% | +1.0% |
| 30D | +0.3% | -5.8% | +6.1% | +0.7% |
| 3M | +9.7% | +0.2% | +9.5% | +9.3% |
| 6M | +32.0% | +56.8% | -24.8% | +26.1% |
| YTD | +43.3% | +2.4% | +40.9% | +42.0% |
| 1Y | +63.7% | +11.4% | +52.2% | +60.9% |
| 3Y | +58.0% | +15.2% | +42.9% | +57.1% |
| All | +58.0% | +15.2% | +42.8% | +57.1% |
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