+29.6%
SNOW vs MRK
+114.0%
-84.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | -2.4% | -4.3% | +1.8% | -2.7% |
| 30D | -1.0% | +8.3% | -9.3% | -0.4% |
| 3M | +36.9% | +20.0% | +16.8% | +38.7% |
| 6M | +83.4% | +25.7% | +57.7% | +86.3% |
| YTD | +50.0% | +38.7% | +11.2% | +52.7% |
| 1Y | +46.5% | +74.7% | -28.2% | +50.0% |
| 3Y | +93.3% | +45.4% | +48.0% | +97.1% |
| 5Y | +3.3% | +129.0% | -125.8% | +10.8% |
| All | +29.6% | +114.0% | -84.4% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling