+224.4%
MRK vs ABBV
+515.4%
-291.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -4.3% | +0.3% | -4.5% | -4.4% |
| 30D | +8.3% | +3.4% | +4.9% | +7.0% |
| 3M | +20.0% | +15.2% | +4.8% | +13.6% |
| 6M | +25.7% | +14.7% | +11.0% | +18.9% |
| YTD | +38.7% | +15.2% | +23.6% | +30.7% |
| 1Y | +74.7% | +20.4% | +54.3% | +61.8% |
| 3Y | +45.4% | +91.3% | -46.0% | +11.9% |
| 5Y | +129.0% | +189.6% | -60.5% | +49.3% |
| All | +224.4% | +515.4% | -291.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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