+13.8%
VRT vs MRK
+87.2%
-73.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.9% | -16.8% | -12.3% |
| 7D | -15.4% | +6.7% | -22.1% | -14.7% |
| 30D | -19.0% | +7.8% | -26.7% | -18.1% |
| 3M | -23.8% | +18.2% | -42.0% | -22.5% |
| 6M | -37.9% | +34.7% | -72.5% | -37.6% |
| YTD | +27.0% | +45.8% | -18.8% | +31.8% |
| 1Y | +13.8% | +84.6% | -70.8% | +27.2% |
| All | +13.8% | +87.2% | -73.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling