+22.5%
BMY vs VLO
+200.7%
-178.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.4% |
| 7D | -3.3% | +5.8% | -9.1% | -3.7% |
| 30D | 0.0% | +28.3% | -28.4% | -1.8% |
| 3M | +17.7% | +48.7% | -31.0% | +14.4% |
| 6M | +9.6% | +71.9% | -62.3% | +4.9% |
| YTD | +24.0% | +138.7% | -114.7% | +14.4% |
| 1Y | +45.1% | +148.5% | -103.3% | +32.8% |
| 3Y | +22.5% | +192.7% | -170.2% | +5.4% |
| All | +22.5% | +200.7% | -178.2% | +5.4% |
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