+3,767.8%
MRK vs ABT
+6,795.4%
-3,027.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +0.7% | -1.3% | +2.0% | +1.3% |
| 30D | +0.3% | +6.0% | -5.8% | -2.8% |
| 3M | +9.7% | -1.9% | +11.5% | +10.3% |
| 6M | +32.0% | +31.2% | +0.8% | +14.7% |
| YTD | +43.3% | -11.2% | +54.5% | +49.6% |
| 1Y | +63.7% | -14.0% | +77.6% | +73.5% |
| 3Y | +58.0% | +20.7% | +37.3% | +39.4% |
| 5Y | +105.0% | -6.7% | +111.6% | +100.0% |
| 10Y | +228.6% | +226.3% | +2.3% | +61.7% |
| All | +3,767.8% | +6,795.4% | -3,027.6% | +198.0% |
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 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