+800.4%
MRK vs VTR
+1,502.7%
-702.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | +11.0% | +4.0% | +7.0% | +10.4% |
| 3M | +22.4% | +7.8% | +14.5% | +21.0% |
| 6M | +25.4% | +6.4% | +19.0% | +24.2% |
| YTD | +39.5% | +18.3% | +21.2% | +36.0% |
| 1Y | +78.0% | +33.9% | +44.0% | +70.5% |
| 3Y | +45.5% | +134.3% | -88.8% | +28.3% |
| 5Y | +130.3% | +90.3% | +40.0% | +106.8% |
| 10Y | +229.8% | +100.1% | +129.7% | +178.5% |
| All | +800.4% | +1,502.7% | -702.4% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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