-55.9%
ADBE vs MRK
+45.2%
-101.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.3% |
| 7D | -12.9% | -5.0% | -7.9% | -12.8% |
| 30D | -5.6% | +11.0% | -16.6% | -5.8% |
| 3M | +6.6% | +22.4% | -15.8% | +6.7% |
| 6M | -9.6% | +25.4% | -35.0% | -9.4% |
| YTD | -28.9% | +39.5% | -68.4% | -29.0% |
| 1Y | -28.9% | +78.0% | -106.9% | -29.4% |
| All | -55.9% | +45.2% | -101.1% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling