+60.3%
MRK vs VLTO
+27.2%
+33.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.3% | -2.3% | +3.6% | +1.9% |
| 30D | +17.1% | -0.9% | +18.0% | +17.4% |
| 3M | +25.9% | +13.8% | +12.1% | +22.4% |
| 6M | +26.8% | +2.0% | +24.8% | +26.0% |
| YTD | +44.9% | -3.2% | +48.1% | +45.5% |
| 1Y | +84.8% | -9.2% | +94.0% | +88.1% |
| All | +60.3% | +27.2% | +33.1% | +58.1% |
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