+46.1%
MRK vs SSNC
+46.7%
-0.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.0% | -6.7% | +1.7% | -3.9% |
| 30D | +11.0% | -0.8% | +11.8% | +11.1% |
| 3M | +22.4% | +16.1% | +6.3% | +19.6% |
| 6M | +25.4% | +7.9% | +17.5% | +24.0% |
| YTD | +39.5% | -8.7% | +48.2% | +42.3% |
| 1Y | +78.0% | -9.5% | +87.5% | +81.8% |
| All | +46.1% | +46.7% | -0.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling