+85.2%
ABBV vs VLO
+200.7%
-115.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.3% |
| 7D | -4.3% | +5.8% | -10.1% | -4.9% |
| 30D | +1.1% | +28.3% | -27.2% | -1.4% |
| 3M | +12.3% | +48.7% | -36.4% | +7.6% |
| 6M | +9.8% | +71.9% | -62.1% | +3.3% |
| YTD | +11.5% | +138.7% | -127.2% | +0.7% |
| 1Y | +22.3% | +148.5% | -126.2% | +9.4% |
| 3Y | +85.2% | +192.7% | -107.5% | +59.5% |
| All | +85.2% | +200.7% | -115.5% | +59.5% |
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