-22.6%
ADBE vs MRK
+84.5%
-107.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.7% |
| 7D | -8.6% | +1.3% | -9.9% | -8.6% |
| 30D | +2.8% | +17.1% | -14.4% | +2.9% |
| 3M | +3.1% | +25.9% | -22.8% | +3.9% |
| 6M | -2.4% | +26.8% | -29.2% | -1.4% |
| YTD | -23.9% | +44.9% | -68.8% | -23.2% |
| 1Y | -22.6% | +84.8% | -107.4% | -21.5% |
| All | -22.6% | +84.5% | -107.1% | -21.5% |
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