+1,733.3%
MRK vs SNPS
+6,288.8%
-4,555.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +0.3% | -5.2% | +5.4% | +0.7% |
| 3M | +9.7% | +10.6% | -0.9% | +8.0% |
| 6M | +32.0% | -10.6% | +42.6% | +32.6% |
| YTD | +43.3% | -3.1% | +46.4% | +42.0% |
| 1Y | +63.7% | +15.6% | +48.1% | +58.9% |
| 3Y | +58.0% | -12.9% | +71.0% | +53.8% |
| 5Y | +105.0% | +31.2% | +73.8% | +86.6% |
| 10Y | +228.6% | +663.4% | -434.8% | +139.2% |
| All | +1,733.3% | +6,288.8% | -4,555.5% | +930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling