+84.6%
MRK vs SN
+156.5%
-71.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +3.6% |
| 7D | +6.7% | +10.6% | -3.9% | +5.9% |
| 30D | +7.8% | +20.0% | -12.3% | +6.4% |
| 3M | +18.2% | +30.4% | -12.2% | +15.7% |
| 6M | +34.7% | +91.0% | -56.3% | +27.6% |
| YTD | +45.8% | +95.9% | -50.1% | +36.5% |
| 1Y | +84.6% | +158.9% | -74.3% | +72.3% |
| All | +84.6% | +156.5% | -71.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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