+84.8%
MRK vs SE
-38.5%
+123.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +1.3% | -6.1% | +7.4% | +1.4% |
| 30D | +17.1% | -2.5% | +19.6% | +17.2% |
| 3M | +25.9% | +21.7% | +4.2% | +26.2% |
| 6M | +26.8% | +27.0% | -0.2% | +26.8% |
| YTD | +44.9% | -12.1% | +57.0% | +44.8% |
| 1Y | +84.8% | -40.9% | +125.8% | +89.0% |
| All | +84.8% | -38.5% | +123.3% | +89.0% |
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