+3,752.6%
MRK vs ABT
+6,844.3%
-3,091.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -2.1% | -5.4% | +3.3% | +0.5% |
| 30D | +1.2% | +8.0% | -6.8% | -2.7% |
| 3M | +13.5% | +0.2% | +13.3% | +13.0% |
| 6M | +34.0% | +34.1% | -0.1% | +15.2% |
| YTD | +42.7% | -10.6% | +53.3% | +48.6% |
| 1Y | +66.6% | -11.8% | +78.4% | +74.5% |
| 3Y | +59.1% | +23.9% | +35.2% | +38.6% |
| 5Y | +104.1% | -5.1% | +109.2% | +97.6% |
| 10Y | +227.3% | +228.6% | -1.3% | +60.5% |
| All | +3,752.6% | +6,844.3% | -3,091.7% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling