+52.8%
MRK vs ABCL
+109.3%
-56.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +17.1% | +93.1% | -75.9% | +13.9% |
| 3M | +25.9% | +79.4% | -53.5% | +22.6% |
| 6M | +26.8% | +214.9% | -188.1% | +21.1% |
| YTD | +44.9% | +234.2% | -189.3% | +37.7% |
| 1Y | +84.8% | +174.8% | -89.9% | +76.8% |
| All | +52.8% | +109.3% | -56.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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