+72.6%
VZ vs MRK
+228.4%
-155.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +4.4% | +0.3% | +4.1% | +4.2% |
| 3M | -2.4% | +9.7% | -12.0% | -5.4% |
| 6M | +1.4% | +32.0% | -30.5% | -7.2% |
| YTD | +21.4% | +43.3% | -21.9% | +8.0% |
| 1Y | +20.3% | +63.7% | -43.4% | +2.7% |
| 3Y | +57.4% | +58.0% | -0.6% | +32.7% |
| 5Y | +21.9% | +105.0% | -83.0% | -7.9% |
| All | +72.6% | +228.4% | -155.7% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling