+46.1%
MRK vs ABBV
+90.0%
-43.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.7% |
| 7D | -5.0% | -2.0% | -3.0% | -4.1% |
| 30D | +11.0% | +2.0% | +9.0% | +10.1% |
| 3M | +22.4% | +14.2% | +8.2% | +15.7% |
| 6M | +25.4% | +14.1% | +11.3% | +18.4% |
| YTD | +39.5% | +14.2% | +25.3% | +31.1% |
| 1Y | +78.0% | +24.2% | +53.7% | +61.3% |
| All | +46.1% | +90.0% | -43.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling