+889.2%
XLV vs MRK
+447.7%
+441.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -3.6% | -4.3% | +0.7% | -1.9% |
| 30D | -1.8% | +8.3% | -10.1% | -5.1% |
| 3M | +7.8% | +20.0% | -12.3% | +0.1% |
| 6M | +9.1% | +25.7% | -16.6% | -0.7% |
| YTD | +7.7% | +38.7% | -31.0% | -5.7% |
| 1Y | +20.4% | +74.7% | -54.3% | -3.9% |
| 3Y | +30.8% | +45.4% | -14.6% | +10.1% |
| 5Y | +34.6% | +129.0% | -94.4% | -6.2% |
| 10Y | +173.4% | +228.0% | -54.7% | +66.3% |
| All | +889.2% | +447.7% | +441.5% | +329.7% |
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