+134.8%
MRK vs SNPS
+17.2%
+117.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.7% | -5.5% | +2.8% | -2.6% |
| 30D | +12.7% | -4.5% | +17.2% | +12.7% |
| 3M | +24.2% | -15.5% | +39.7% | +24.5% |
| 6M | +27.8% | -10.1% | +37.9% | +27.9% |
| YTD | +42.2% | -16.3% | +58.5% | +42.5% |
| 1Y | +80.2% | -34.9% | +115.1% | +81.3% |
| 3Y | +48.4% | -14.4% | +62.7% | +46.4% |
| All | +134.8% | +17.2% | +117.6% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling