+151.4%
ADBE vs MRK
+230.6%
-79.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -5.4% | -4.3% | -1.1% | -4.2% |
| 30D | -2.5% | +8.3% | -10.8% | -4.8% |
| 3M | +15.3% | +20.0% | -4.8% | +9.4% |
| 6M | -7.8% | +25.7% | -33.5% | -14.1% |
| YTD | -27.9% | +38.7% | -66.7% | -35.0% |
| 1Y | -28.0% | +74.7% | -102.7% | -39.9% |
| 3Y | -55.3% | +45.4% | -100.7% | -61.7% |
| 5Y | -61.7% | +129.0% | -190.8% | -74.4% |
| All | +151.4% | +230.6% | -79.2% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling