+224.4%
MRK vs VSH
+196.4%
+28.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -1.2% |
| 7D | -4.3% | +4.8% | -9.0% | -4.8% |
| 30D | +8.3% | -0.7% | +9.0% | +8.2% |
| 3M | +20.0% | -43.1% | +63.1% | +26.6% |
| 6M | +25.7% | +91.8% | -66.1% | +10.7% |
| YTD | +38.7% | +131.6% | -92.9% | +18.6% |
| 1Y | +74.7% | +118.1% | -43.4% | +49.9% |
| 3Y | +45.4% | +40.9% | +4.5% | +29.4% |
| 5Y | +129.0% | +75.8% | +53.3% | +92.0% |
| All | +224.4% | +196.4% | +28.0% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling