+63.7%
MRK vs ABT
-13.5%
+77.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | +0.3% | +6.0% | -5.8% | -1.9% |
| 3M | +9.7% | -1.9% | +11.5% | +10.8% |
| 6M | +32.0% | +31.2% | +0.8% | +19.3% |
| YTD | +43.3% | -11.2% | +54.5% | +51.0% |
| 1Y | +63.7% | -14.0% | +77.6% | +76.0% |
| All | +63.7% | -13.5% | +77.1% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling