+79.2%
MRK vs ZYBT
-37.3%
+116.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +3.5% | +24.3% | -20.8% | +3.6% |
| 3M | +15.2% | -41.5% | +56.7% | +15.1% |
| 6M | +31.6% | +58.6% | -27.1% | +34.9% |
| YTD | +42.5% | +20.0% | +22.5% | +50.6% |
| 1Y | +79.2% | -35.2% | +114.4% | +106.3% |
| All | +79.2% | -37.3% | +116.5% | +106.3% |
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