+1,754.2%
MRK vs SNPS
+5,427.6%
-3,673.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.7% |
| 7D | +1.3% | -11.0% | +12.4% | +2.6% |
| 30D | +17.1% | -1.7% | +18.9% | +17.1% |
| 3M | +25.9% | -20.4% | +46.3% | +28.6% |
| 6M | +26.8% | -8.6% | +35.4% | +27.2% |
| YTD | +44.9% | -16.2% | +61.1% | +46.3% |
| 1Y | +84.8% | -34.6% | +119.4% | +89.1% |
| 3Y | +50.1% | -14.5% | +64.6% | +46.4% |
| 5Y | +127.4% | +17.0% | +110.4% | +110.0% |
| 10Y | +240.0% | +560.0% | -320.1% | +152.0% |
| All | +1,754.2% | +5,427.6% | -3,673.4% | +961.9% |
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