+21,548.7%
ADBE vs MRK
+3,832.1%
+17,716.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.0% |
| 7D | -10.1% | -0.9% | -9.1% | -9.7% |
| 30D | -3.0% | +15.5% | -18.5% | -8.3% |
| 3M | +5.0% | +25.1% | -20.1% | -3.8% |
| 6M | -9.3% | +30.1% | -39.4% | -18.6% |
| YTD | -26.5% | +43.1% | -69.6% | -36.6% |
| 1Y | -28.3% | +82.5% | -110.7% | -44.0% |
| 3Y | -54.1% | +49.3% | -103.4% | -62.5% |
| 5Y | -61.2% | +130.3% | -191.5% | -74.0% |
| 10Y | +152.5% | +234.3% | -81.8% | +44.6% |
| All | +21,548.7% | +3,832.1% | +17,716.6% | +2,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling