+93.3%
SNOW vs MRK
+44.4%
+48.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.4% | -4.3% | +1.8% | -2.4% |
| 30D | -1.0% | +8.3% | -9.3% | -1.0% |
| 3M | +36.9% | +20.0% | +16.8% | +36.8% |
| 6M | +83.4% | +25.7% | +57.7% | +82.7% |
| YTD | +50.0% | +38.7% | +11.2% | +47.4% |
| 1Y | +46.5% | +74.7% | -28.2% | +40.2% |
| 3Y | +93.3% | +45.4% | +48.0% | +98.3% |
| All | +93.3% | +44.4% | +48.9% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling