+3.5%
SNOW vs MRK
+128.6%
-125.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.6% |
| 7D | -7.5% | -5.0% | -2.5% | -7.8% |
| 30D | -1.3% | +11.0% | -12.3% | -0.6% |
| 3M | +37.4% | +22.4% | +15.1% | +39.4% |
| 6M | +88.1% | +25.4% | +62.7% | +91.0% |
| YTD | +50.3% | +39.5% | +10.8% | +52.9% |
| 1Y | +46.0% | +78.0% | -32.0% | +49.3% |
| 3Y | +98.7% | +45.5% | +53.1% | +102.5% |
| 5Y | +3.5% | +130.3% | -126.8% | +11.9% |
| All | +3.5% | +128.6% | -125.1% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling