+1,361.5%
MRK vs RY
+11,253.8%
-9,892.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.1% |
| 30D | +1.2% | +6.3% | -5.1% | -0.8% |
| 3M | +13.5% | -2.6% | +16.1% | +14.4% |
| 6M | +34.0% | +13.9% | +20.1% | +28.1% |
| YTD | +42.7% | +21.7% | +21.0% | +33.3% |
| 1Y | +66.6% | +40.4% | +26.1% | +48.4% |
| 3Y | +59.1% | +161.3% | -102.3% | +14.5% |
| 5Y | +104.1% | +126.5% | -22.3% | +52.3% |
| 10Y | +227.3% | +354.3% | -127.0% | +90.3% |
| All | +1,361.5% | +11,253.8% | -9,892.3% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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