+966.8%
MRK vs VSAT
+1,485.7%
-518.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.7% |
| 7D | +1.3% | +11.8% | -10.5% | +0.5% |
| 30D | +17.1% | -7.0% | +24.2% | +17.6% |
| 3M | +25.9% | +3.3% | +22.6% | +24.7% |
| 6M | +26.8% | +57.4% | -30.6% | +21.4% |
| YTD | +44.9% | +118.6% | -73.7% | +34.9% |
| 1Y | +84.8% | +150.2% | -65.4% | +69.6% |
| 3Y | +50.1% | +160.7% | -110.6% | +30.1% |
| 5Y | +127.4% | +51.2% | +76.2% | +99.7% |
| 10Y | +240.0% | -0.7% | +240.6% | +199.3% |
| All | +966.8% | +1,485.7% | -518.9% | +619.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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