+57.4%
MRK vs VLTO
+54.8%
+2.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -1.9% | +5.4% | -7.3% | -3.1% |
| 30D | +2.8% | +22.3% | -19.6% | -2.3% |
| 3M | +15.0% | +19.6% | -4.6% | +9.9% |
| 6M | +30.9% | +35.2% | -4.2% | +21.8% |
| YTD | +42.3% | +17.9% | +24.4% | +36.0% |
| 1Y | +76.1% | +19.5% | +56.6% | +67.8% |
| 3Y | +54.1% | +73.9% | -19.8% | +43.8% |
| All | +57.4% | +54.8% | +2.5% | +47.8% |
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