+24.2%
ABBV vs VLO
+144.1%
-119.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | -2.0% | +4.0% | -6.0% | -2.0% |
| 30D | +2.0% | +19.0% | -17.0% | +2.0% |
| 3M | +14.2% | +50.0% | -35.8% | +13.9% |
| 6M | +14.1% | +79.1% | -65.1% | +15.2% |
| YTD | +14.2% | +140.3% | -126.0% | +19.0% |
| 1Y | +24.2% | +148.3% | -124.1% | +31.6% |
| All | +24.2% | +144.1% | -119.9% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling