+84.6%
MRK vs SE
-48.0%
+132.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.5% | +4.0% |
| 7D | +6.7% | +6.7% | 0.0% | +6.7% |
| 30D | +7.8% | -17.2% | +25.0% | +7.6% |
| 3M | +18.2% | -28.0% | +46.2% | +18.1% |
| 6M | +34.7% | -6.1% | +40.8% | +35.3% |
| YTD | +45.8% | -37.1% | +82.9% | +44.3% |
| 1Y | +84.6% | -48.8% | +133.3% | +81.6% |
| All | +84.6% | -48.0% | +132.6% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling