+52.7%
MRK vs SN
+496.6%
-444.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | -0.9% | +0.1% | -1.1% | -0.9% |
| 30D | +15.5% | -5.6% | +21.1% | +15.7% |
| 3M | +25.1% | +48.1% | -23.0% | +22.4% |
| 6M | +30.1% | +57.6% | -27.5% | +26.6% |
| YTD | +43.1% | +56.5% | -13.4% | +39.2% |
| 1Y | +82.5% | +52.6% | +29.9% | +77.5% |
| 3Y | +49.3% | +412.0% | -362.7% | +43.5% |
| All | +52.7% | +496.6% | -444.0% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling