+224.4%
MRK vs ABT
+201.3%
+23.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -4.3% | -5.9% | +1.6% | -1.9% |
| 30D | +8.3% | -8.1% | +16.4% | +12.0% |
| 3M | +20.0% | +14.5% | +5.5% | +13.5% |
| 6M | +25.7% | -6.3% | +32.0% | +28.4% |
| YTD | +38.7% | -17.1% | +55.9% | +48.4% |
| 1Y | +74.7% | -21.4% | +96.0% | +90.7% |
| 3Y | +45.4% | +5.9% | +39.4% | +38.5% |
| 5Y | +129.0% | -12.8% | +141.8% | +133.4% |
| All | +224.4% | +201.3% | +23.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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