+66.6%
VZ vs MRK
+237.3%
-170.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.9% |
| 7D | +0.2% | -0.9% | +1.2% | +0.5% |
| 30D | +7.1% | +15.5% | -8.3% | +2.5% |
| 3M | +12.8% | +25.1% | -12.3% | +5.4% |
| 6M | +1.8% | +30.1% | -28.3% | -6.3% |
| YTD | +30.0% | +43.1% | -13.1% | +16.1% |
| 1Y | +24.3% | +82.5% | -58.1% | +2.8% |
| 3Y | +84.3% | +49.3% | +35.0% | +59.1% |
| 5Y | +25.9% | +130.3% | -104.3% | -9.3% |
| All | +66.6% | +237.3% | -170.7% | +1.4% |
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