+665.3%
MRK vs SNY
+241.9%
+423.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -3.3% | -0.9% | -2.9% |
| 30D | +8.3% | -2.2% | +10.4% | +9.4% |
| 3M | +20.0% | -3.0% | +23.1% | +21.6% |
| 6M | +25.7% | +2.7% | +22.9% | +24.2% |
| YTD | +38.7% | -6.8% | +45.6% | +42.3% |
| 1Y | +74.7% | -5.3% | +79.9% | +77.9% |
| 3Y | +45.4% | -9.8% | +55.1% | +47.3% |
| 5Y | +129.0% | +9.7% | +119.4% | +110.1% |
| 10Y | +228.0% | +64.5% | +163.5% | +149.3% |
| All | +665.3% | +241.9% | +423.4% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling