+432.9%
SNXX vs MRK
+41.9%
+391.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +22.8% |
| 7D | +34.9% | +1.3% | +33.6% | +35.8% |
| 30D | +52.5% | +17.1% | +35.4% | +65.0% |
| 3M | -41.3% | +25.9% | -67.2% | -34.5% |
| 6M | +293.8% | +26.8% | +266.9% | +354.5% |
| All | +432.9% | +41.9% | +391.0% | +391.3% |
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 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