+60.0%
MRK vs SN
+431.1%
-371.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +2.3% | +7.6% | -5.2% | +1.8% |
| 30D | +1.7% | +22.4% | -20.8% | +0.3% |
| 3M | +13.8% | +21.7% | -7.9% | +12.1% |
| 6M | +34.7% | +102.8% | -68.2% | +27.7% |
| YTD | +43.6% | +102.4% | -58.9% | +35.7% |
| 1Y | +75.7% | +139.0% | -63.3% | +64.0% |
| 3Y | +60.0% | +440.4% | -380.4% | +44.1% |
| All | +60.0% | +431.1% | -371.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling