+32.1%
SNOW vs MRK
+120.7%
-88.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.6% |
| 7D | +4.9% | -0.9% | +5.8% | +4.8% |
| 30D | +1.5% | +15.5% | -13.9% | +2.6% |
| 3M | +39.5% | +25.1% | +14.4% | +41.7% |
| 6M | +85.9% | +30.1% | +55.8% | +89.2% |
| YTD | +52.9% | +43.1% | +9.8% | +56.0% |
| 1Y | +48.1% | +82.5% | -34.3% | +52.0% |
| 3Y | +102.2% | +49.3% | +52.9% | +106.4% |
| 5Y | +5.5% | +130.3% | -124.8% | +13.2% |
| All | +32.1% | +120.7% | -88.6% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling