+54.6%
MRK vs SN
+490.7%
-436.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.3% | -9.3% | +10.7% | +1.8% |
| 30D | +17.1% | -4.8% | +21.9% | +17.3% |
| 3M | +25.9% | +40.4% | -14.5% | +23.5% |
| 6M | +26.8% | +50.9% | -24.1% | +23.7% |
| YTD | +44.9% | +54.9% | -10.0% | +41.0% |
| 1Y | +84.8% | +43.0% | +41.8% | +80.4% |
| 3Y | +50.1% | +391.8% | -341.7% | +44.2% |
| All | +54.6% | +490.7% | -436.1% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling