+820.9%
MRK vs XBI
+905.2%
-84.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -5.0% | -4.6% | -0.4% | -3.6% |
| 30D | +11.0% | -0.8% | +11.7% | +11.4% |
| 3M | +22.4% | +21.8% | +0.6% | +14.9% |
| 6M | +25.4% | +23.2% | +2.2% | +16.9% |
| YTD | +39.5% | +28.7% | +10.8% | +28.0% |
| 1Y | +78.0% | +67.8% | +10.2% | +50.0% |
| 3Y | +45.5% | +100.6% | -55.1% | +13.7% |
| 5Y | +130.3% | +19.8% | +110.5% | +104.7% |
| 10Y | +229.8% | +159.7% | +70.1% | +98.1% |
| All | +820.9% | +905.2% | -84.3% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling