+602.8%
ABBV vs VLO
+779.3%
-176.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | +2.2% | +6.8% | -4.6% | +1.0% |
| 30D | +8.0% | -17.9% | +25.8% | +11.4% |
| 3M | +19.1% | +13.5% | +5.5% | +15.9% |
| 6M | +43.5% | +53.0% | -9.5% | +32.2% |
| YTD | +32.7% | +133.7% | -101.0% | +12.4% |
| 1Y | +30.0% | +115.7% | -85.6% | +11.7% |
| 3Y | +134.7% | +231.9% | -97.2% | +82.0% |
| 5Y | +200.7% | +471.6% | -270.9% | +101.1% |
| All | +602.8% | +779.3% | -176.6% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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