+3,763.3%
MRK vs ABT
+6,563.8%
-2,800.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | 0.0% |
| 7D | -0.9% | -3.1% | +2.2% | +0.6% |
| 30D | +15.5% | -2.1% | +17.6% | +16.7% |
| 3M | +25.1% | +17.4% | +7.7% | +15.3% |
| 6M | +30.1% | -2.4% | +32.5% | +30.7% |
| YTD | +43.1% | -14.2% | +57.3% | +52.5% |
| 1Y | +82.5% | -18.3% | +100.8% | +98.9% |
| 3Y | +49.3% | +11.5% | +37.8% | +37.1% |
| 5Y | +130.3% | -9.9% | +140.1% | +129.4% |
| 10Y | +234.3% | +204.4% | +30.0% | +70.9% |
| All | +3,763.3% | +6,563.8% | -2,800.4% | +203.7% |
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 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