+61.0%
BMY vs VLO
+933.4%
-872.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.4% | +4.0% | -10.4% | -6.8% |
| 30D | +0.2% | +19.0% | -18.8% | -2.0% |
| 3M | +16.0% | +50.0% | -34.0% | +10.0% |
| 6M | +8.3% | +79.1% | -70.8% | 0.0% |
| YTD | +22.2% | +140.3% | -118.1% | +8.2% |
| 1Y | +41.7% | +148.3% | -106.6% | +24.6% |
| 3Y | +20.7% | +194.6% | -173.9% | +2.1% |
| 5Y | +23.9% | +609.6% | -585.6% | -10.5% |
| All | +61.0% | +933.4% | -872.4% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling