+377.5%
MRK vs VEEV
+586.8%
-209.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -8.2% | +3.2% | -4.2% |
| 30D | +11.0% | +10.3% | +0.6% | +9.8% |
| 3M | +22.4% | +59.4% | -37.0% | +16.7% |
| 6M | +25.4% | +37.6% | -12.2% | +21.0% |
| YTD | +39.5% | +16.9% | +22.6% | +36.5% |
| 1Y | +78.0% | -5.0% | +82.9% | +77.7% |
| 3Y | +45.5% | +18.5% | +27.1% | +40.3% |
| 5Y | +130.3% | -13.8% | +144.1% | +127.0% |
| 10Y | +229.8% | +547.0% | -317.1% | +144.4% |
| All | +377.5% | +586.8% | -209.3% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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