+501.0%
MRK vs SBAC
+2,208.1%
-1,707.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +17.1% | +6.9% | +10.2% | +16.5% |
| 3M | +25.9% | -8.2% | +34.1% | +26.6% |
| 6M | +26.8% | -1.6% | +28.5% | +26.6% |
| YTD | +44.9% | -0.1% | +45.0% | +44.4% |
| 1Y | +84.8% | -0.5% | +85.3% | +84.2% |
| 3Y | +50.1% | -9.1% | +59.2% | +50.1% |
| 5Y | +127.4% | -43.8% | +171.2% | +134.3% |
| 10Y | +240.0% | +80.5% | +159.4% | +223.3% |
| All | +501.0% | +2,208.1% | -1,707.2% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling