+45.4%
MRK vs XBI
+99.0%
-53.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.3% | -4.6% | +0.4% | -2.8% |
| 30D | +8.3% | -2.0% | +10.3% | +9.2% |
| 3M | +20.0% | +17.8% | +2.3% | +14.6% |
| 6M | +25.7% | +23.7% | +2.0% | +17.8% |
| YTD | +38.7% | +28.2% | +10.5% | +28.3% |
| 1Y | +74.7% | +64.0% | +10.7% | +50.1% |
| 3Y | +45.4% | +99.4% | -54.0% | +17.3% |
| All | +45.4% | +99.0% | -53.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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