+58.0%
MRK vs SNPS
-11.8%
+69.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +0.3% | -5.2% | +5.4% | +0.3% |
| 3M | +9.7% | +10.6% | -0.9% | +9.6% |
| 6M | +32.0% | -10.6% | +42.6% | +32.3% |
| YTD | +43.3% | -3.1% | +46.4% | +43.3% |
| 1Y | +63.7% | +15.6% | +48.1% | +62.6% |
| 3Y | +58.0% | -12.9% | +71.0% | +55.1% |
| All | +58.0% | -11.8% | +69.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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