+224.4%
MRK vs SSNC
+173.6%
+50.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -4.3% | -4.0% | -0.2% | -3.5% |
| 30D | +8.3% | +0.5% | +7.8% | +8.2% |
| 3M | +20.0% | +18.9% | +1.1% | +15.7% |
| 6M | +25.7% | +10.8% | +14.8% | +22.7% |
| YTD | +38.7% | -7.1% | +45.9% | +40.1% |
| 1Y | +74.7% | -9.6% | +84.3% | +77.3% |
| 3Y | +45.4% | +51.1% | -5.7% | +31.4% |
| 5Y | +129.0% | +19.7% | +109.4% | +115.1% |
| All | +224.4% | +173.6% | +50.8% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling