+57.4%
MRK vs ABT
+21.7%
+35.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.1% | -5.4% | +3.3% | -0.3% |
| 30D | +1.2% | +8.0% | -6.8% | -1.4% |
| 3M | +13.5% | +0.2% | +13.3% | +13.5% |
| 6M | +34.0% | +34.1% | -0.1% | +21.4% |
| YTD | +42.7% | -10.6% | +53.3% | +46.7% |
| 1Y | +66.6% | -11.8% | +78.4% | +71.9% |
| All | +57.4% | +21.7% | +35.7% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling