+129.9%
MRK vs XBI
+19.1%
+110.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.3% | -4.6% | +0.4% | -3.3% |
| 30D | +8.3% | -2.0% | +10.3% | +8.8% |
| 3M | +20.0% | +17.8% | +2.3% | +16.7% |
| 6M | +25.7% | +23.7% | +2.0% | +20.9% |
| YTD | +38.7% | +28.2% | +10.5% | +32.5% |
| 1Y | +74.7% | +64.0% | +10.7% | +60.1% |
| 3Y | +45.4% | +99.4% | -54.0% | +28.8% |
| All | +129.9% | +19.1% | +110.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling