+135.1%
ABBV vs VLO
+221.8%
-86.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +5.6% | -16.6% | +22.2% | +7.0% |
| 3M | +18.7% | +12.3% | +6.4% | +16.9% |
| 6M | +47.4% | +47.8% | -0.4% | +41.0% |
| YTD | +33.0% | +126.7% | -93.8% | +20.9% |
| 1Y | +34.9% | +105.4% | -70.4% | +24.3% |
| All | +135.1% | +221.8% | -86.8% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling