+225.8%
MRK vs XLC
+142.6%
+83.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +15.5% | +0.2% | +15.2% | +15.4% |
| 3M | +25.1% | +0.6% | +24.5% | +24.7% |
| 6M | +30.1% | -4.5% | +34.6% | +31.7% |
| YTD | +43.1% | -4.7% | +47.8% | +44.9% |
| 1Y | +82.5% | -1.7% | +84.1% | +82.8% |
| 3Y | +49.3% | +72.3% | -23.0% | +23.5% |
| 5Y | +130.3% | +37.8% | +92.5% | +109.6% |
| All | +225.8% | +142.6% | +83.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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