+133.6%
MRK vs SBAC
-44.9%
+178.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +12.7% | +3.9% | +8.8% | +12.1% |
| 3M | +24.2% | -8.2% | +32.4% | +25.6% |
| 6M | +27.8% | -2.8% | +30.6% | +28.0% |
| YTD | +42.2% | -1.5% | +43.7% | +42.0% |
| 1Y | +80.2% | 0.0% | +80.2% | +79.4% |
| 3Y | +48.4% | -8.4% | +56.8% | +49.2% |
| 5Y | +133.6% | -43.5% | +177.1% | +150.3% |
| All | +133.6% | -44.9% | +178.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling