+52.0%
SNOW vs MRK
+84.5%
-32.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.6% |
| 7D | +2.8% | +1.3% | +1.5% | +3.0% |
| 30D | +6.4% | +17.1% | -10.7% | +9.3% |
| 3M | +38.1% | +25.9% | +12.2% | +43.6% |
| 6M | +100.4% | +26.8% | +73.6% | +108.3% |
| YTD | +53.7% | +44.9% | +8.8% | +57.4% |
| 1Y | +52.0% | +84.8% | -32.9% | +52.0% |
| All | +52.0% | +84.5% | -32.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling