+692.0%
MRK vs SGI
+2,083.6%
-1,391.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | +8.5% | -7.2% | +0.4% |
| 30D | +17.1% | +0.7% | +16.5% | +17.0% |
| 3M | +25.9% | +0.6% | +25.3% | +25.6% |
| 6M | +26.8% | -17.9% | +44.8% | +29.1% |
| YTD | +44.9% | -21.2% | +66.1% | +47.9% |
| 1Y | +84.8% | -18.9% | +103.7% | +87.7% |
| 3Y | +50.1% | +52.6% | -2.5% | +41.0% |
| 5Y | +127.4% | +60.7% | +66.7% | +107.9% |
| 10Y | +240.0% | +278.1% | -38.1% | +161.9% |
| All | +692.0% | +2,083.6% | -1,391.6% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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