+224.4%
MRK vs SAP
+176.2%
+48.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -4.1% | -0.2% | -3.6% |
| 30D | +8.3% | +1.1% | +7.2% | +8.1% |
| 3M | +20.0% | +26.1% | -6.1% | +15.4% |
| 6M | +25.7% | +9.8% | +15.9% | +23.1% |
| YTD | +38.7% | -13.6% | +52.3% | +41.0% |
| 1Y | +74.7% | -18.7% | +93.4% | +79.5% |
| 3Y | +45.4% | +54.1% | -8.8% | +27.8% |
| 5Y | +129.0% | +54.7% | +74.3% | +98.7% |
| All | +224.4% | +176.2% | +48.2% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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