+129.9%
MRK vs SSNC
+19.2%
+110.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.3% | -4.0% | -0.2% | -3.7% |
| 30D | +8.3% | +0.5% | +7.8% | +8.2% |
| 3M | +20.0% | +18.9% | +1.1% | +17.0% |
| 6M | +25.7% | +10.8% | +14.8% | +23.7% |
| YTD | +38.7% | -7.1% | +45.9% | +40.2% |
| 1Y | +74.7% | -9.6% | +84.3% | +77.1% |
| 3Y | +45.4% | +51.1% | -5.7% | +36.8% |
| All | +129.9% | +19.2% | +110.7% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling