+612.2%
MRK vs SSNC
+1,021.3%
-409.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.7% | -3.9% | +1.2% | -1.9% |
| 30D | +12.7% | -0.2% | +12.9% | +12.8% |
| 3M | +24.2% | +15.9% | +8.3% | +20.2% |
| 6M | +27.8% | +7.5% | +20.4% | +25.4% |
| YTD | +42.2% | -8.2% | +50.4% | +43.8% |
| 1Y | +80.2% | -9.3% | +89.5% | +82.6% |
| 3Y | +48.4% | +48.5% | -0.1% | +34.3% |
| 5Y | +133.6% | +16.0% | +117.6% | +120.1% |
| 10Y | +236.2% | +169.2% | +67.1% | +152.3% |
| All | +612.2% | +1,021.3% | -409.1% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling