+1,156.2%
ABBV vs VLO
+1,779.6%
-623.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +5.2% | -4.8% | -0.6% |
| 30D | +4.2% | +22.6% | -18.4% | +0.2% |
| 3M | +14.8% | +43.8% | -28.9% | +7.0% |
| 6M | +10.3% | +65.7% | -55.5% | -0.5% |
| YTD | +14.9% | +131.1% | -116.2% | -3.2% |
| 1Y | +24.1% | +143.6% | -119.5% | +3.1% |
| 3Y | +91.9% | +201.4% | -109.4% | +49.7% |
| 5Y | +176.0% | +568.9% | -392.8% | +74.3% |
| 10Y | +502.9% | +891.8% | -388.9% | +216.1% |
| All | +1,156.2% | +1,779.6% | -623.5% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling