+181.0%
ABBV vs VLO
+619.0%
-438.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -4.1% | +6.2% | -10.4% | -4.7% |
| 30D | +1.2% | +23.5% | -22.3% | -0.9% |
| 3M | +12.1% | +53.9% | -41.8% | +7.2% |
| 6M | +12.0% | +81.7% | -69.6% | +5.1% |
| YTD | +12.4% | +142.5% | -130.1% | +2.0% |
| 1Y | +22.9% | +145.4% | -122.5% | +11.2% |
| 3Y | +86.8% | +197.3% | -110.6% | +62.9% |
| 5Y | +181.0% | +614.6% | -433.6% | +125.6% |
| All | +181.0% | +619.0% | -438.0% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling