+144.0%
MRK vs RPRX
+57.8%
+86.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.0% | 0.0% |
| 7D | -0.9% | -2.8% | +1.8% | -0.3% |
| 30D | +15.5% | +7.2% | +8.3% | +13.8% |
| 3M | +25.1% | +10.9% | +14.2% | +22.4% |
| 6M | +30.1% | +34.6% | -4.5% | +22.4% |
| YTD | +43.1% | +59.0% | -15.9% | +30.3% |
| 1Y | +82.5% | +72.5% | +9.9% | +63.5% |
| 3Y | +49.3% | +124.1% | -74.8% | +27.5% |
| 5Y | +130.3% | +75.9% | +54.3% | +103.8% |
| All | +144.0% | +57.8% | +86.2% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling