+230.8%
MRK vs SAP
+237.3%
-6.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +0.3% | +6.5% | -6.3% | -0.8% |
| 3M | +9.7% | +12.2% | -2.6% | +7.6% |
| 6M | +32.0% | +46.1% | -14.1% | +23.7% |
| YTD | +43.3% | -1.6% | +44.9% | +42.6% |
| 1Y | +63.7% | -5.1% | +68.8% | +64.0% |
| 3Y | +58.0% | +68.4% | -10.3% | +37.7% |
| 5Y | +105.0% | +79.4% | +25.5% | +73.8% |
| All | +230.8% | +237.3% | -6.5% | +129.5% |
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