+59.5%
MRK vs VLTO
+56.1%
+3.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.3% | +2.0% | -1.8% | -0.2% |
| 30D | +2.2% | +21.8% | -19.6% | -2.7% |
| 3M | +16.4% | +20.2% | -3.8% | +11.1% |
| 6M | +35.3% | +36.3% | -1.0% | +25.6% |
| YTD | +44.2% | +18.8% | +25.4% | +37.6% |
| 1Y | +77.5% | +20.4% | +57.1% | +68.8% |
| 3Y | +59.2% | +71.9% | -12.7% | +48.3% |
| All | +59.5% | +56.1% | +3.4% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling