+474.7%
MRK vs ABBV
+1,125.5%
-650.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.1% |
| 7D | -0.9% | -4.3% | +3.4% | +0.7% |
| 30D | +15.5% | +1.1% | +14.3% | +15.1% |
| 3M | +25.1% | +12.3% | +12.8% | +20.1% |
| 6M | +30.1% | +9.8% | +20.3% | +25.7% |
| YTD | +43.1% | +11.5% | +31.7% | +37.1% |
| 1Y | +82.5% | +22.3% | +60.2% | +69.2% |
| 3Y | +49.3% | +85.2% | -35.9% | +18.9% |
| 5Y | +130.3% | +170.8% | -40.6% | +59.7% |
| 10Y | +234.3% | +485.4% | -251.1% | +75.8% |
| All | +474.7% | +1,125.5% | -650.9% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling