+105.7%
MRK vs ABT
-6.9%
+112.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | +0.3% | +6.0% | -5.8% | -1.5% |
| 3M | +9.7% | -1.9% | +11.5% | +10.2% |
| 6M | +32.0% | +31.2% | +0.8% | +21.6% |
| YTD | +43.3% | -11.2% | +54.5% | +47.0% |
| 1Y | +63.7% | -14.0% | +77.6% | +69.3% |
| 3Y | +58.0% | +20.7% | +37.3% | +49.3% |
| All | +105.7% | -6.9% | +112.6% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling