+134,607.8%
UNH vs MRK
+3,807.5%
+130,800.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -1.7% | -2.7% | +1.1% | -0.6% |
| 30D | -3.8% | +12.7% | -16.5% | -8.8% |
| 3M | -4.3% | +24.2% | -28.5% | -12.8% |
| 6M | +38.6% | +27.8% | +10.8% | +24.3% |
| YTD | +20.7% | +42.2% | -21.5% | +3.4% |
| 1Y | +16.0% | +80.2% | -64.2% | -10.0% |
| 3Y | -13.5% | +48.4% | -61.9% | -29.3% |
| 5Y | +3.5% | +133.6% | -130.1% | -30.7% |
| 10Y | +245.3% | +236.2% | +9.1% | +99.9% |
| All | +134,607.8% | +3,807.5% | +130,800.4% | +15,916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling