+129.9%
MRK vs SNY
+9.4%
+120.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -3.3% | -0.9% | -3.2% |
| 30D | +8.3% | -2.2% | +10.4% | +9.2% |
| 3M | +20.0% | -3.0% | +23.1% | +21.3% |
| 6M | +25.7% | +2.7% | +22.9% | +24.6% |
| YTD | +38.7% | -6.8% | +45.6% | +41.7% |
| 1Y | +74.7% | -5.3% | +79.9% | +77.3% |
| 3Y | +45.4% | -9.8% | +55.1% | +48.1% |
| All | +129.9% | +9.4% | +120.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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