+32.5%
PFE vs MRK
+232.4%
-199.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.5% |
| 7D | -4.0% | -5.0% | +1.0% | -1.6% |
| 30D | +3.9% | +11.0% | -7.1% | -1.7% |
| 3M | +9.9% | +22.4% | -12.5% | -1.2% |
| 6M | +5.3% | +25.4% | -20.1% | -6.9% |
| YTD | +16.8% | +39.5% | -22.7% | -2.5% |
| 1Y | +20.4% | +78.0% | -57.5% | -11.5% |
| 3Y | -2.1% | +45.5% | -47.6% | -22.8% |
| 5Y | -21.0% | +130.3% | -151.3% | -53.5% |
| All | +32.5% | +232.4% | -199.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling