+84.8%
MRK vs ZYBT
-83.2%
+168.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | -6.9% | +8.3% | +1.3% |
| 30D | +17.1% | -31.8% | +48.9% | +17.0% |
| 3M | +25.9% | +94.0% | -68.1% | +29.1% |
| 6M | +26.8% | +99.0% | -72.2% | +29.8% |
| YTD | +44.9% | +40.0% | +4.9% | +49.3% |
| 1Y | +84.8% | -79.5% | +164.4% | +97.7% |
| All | +84.8% | -83.2% | +168.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling