+3,812.0%
MRK vs RGEN
+1,576.0%
+2,236.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | -4.9% | +6.3% | +1.5% |
| 30D | +17.1% | +5.7% | +11.5% | +17.0% |
| 3M | +25.9% | +32.4% | -6.5% | +24.9% |
| 6M | +26.8% | +33.2% | -6.4% | +25.7% |
| YTD | +44.9% | +2.3% | +42.6% | +44.6% |
| 1Y | +84.8% | +39.0% | +45.8% | +83.0% |
| 3Y | +50.1% | -4.6% | +54.7% | +49.1% |
| 5Y | +127.4% | -42.7% | +170.1% | +127.1% |
| 10Y | +240.0% | +433.6% | -193.6% | +222.1% |
| All | +3,812.0% | +1,576.0% | +2,236.0% | +3,273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling