-60.9%
ADBE vs MRK
+128.0%
-188.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -5.4% | -4.3% | -1.1% | -5.2% |
| 30D | -2.5% | +8.3% | -10.8% | -2.9% |
| 3M | +15.3% | +20.0% | -4.8% | +14.5% |
| 6M | -7.8% | +25.7% | -33.5% | -8.6% |
| YTD | -27.9% | +38.7% | -66.7% | -29.0% |
| 1Y | -28.0% | +74.7% | -102.7% | -30.0% |
| 3Y | -55.3% | +45.4% | -100.7% | -57.1% |
| All | -60.9% | +128.0% | -188.9% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling