+20.2%
VZ vs MRK
+112.6%
-92.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | -1.9% | +4.0% | +2.5% |
| 30D | +1.4% | +2.8% | -1.4% | +0.7% |
| 3M | -1.3% | +15.0% | -16.2% | -4.4% |
| 6M | -0.5% | +30.9% | -31.4% | -6.4% |
| YTD | +19.6% | +42.3% | -22.6% | +10.4% |
| 1Y | +22.4% | +76.1% | -53.7% | +7.8% |
| 3Y | +55.9% | +54.1% | +1.8% | +37.9% |
| All | +20.2% | +112.6% | -92.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling