+130.3%
MRK vs RPRX
+72.5%
+57.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.0% |
| 7D | -5.0% | -8.0% | +3.0% | -2.5% |
| 30D | +11.0% | +2.1% | +8.9% | +10.4% |
| 3M | +22.4% | +8.2% | +14.2% | +19.8% |
| 6M | +25.4% | +28.9% | -3.5% | +16.9% |
| YTD | +39.5% | +54.1% | -14.6% | +24.1% |
| 1Y | +78.0% | +65.5% | +12.4% | +55.2% |
| 3Y | +45.5% | +117.3% | -71.7% | +18.6% |
| 5Y | +130.3% | +71.6% | +58.7% | +99.3% |
| All | +130.3% | +72.5% | +57.8% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling