+57.3%
MRK vs VLTO
+25.1%
+32.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | +12.7% | -2.5% | +15.1% | +13.4% |
| 3M | +24.2% | +10.1% | +14.1% | +21.7% |
| 6M | +27.8% | +1.0% | +26.8% | +27.4% |
| YTD | +42.2% | -4.8% | +47.0% | +43.3% |
| 1Y | +80.2% | -9.3% | +89.5% | +83.5% |
| All | +57.3% | +25.1% | +32.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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