-17.6%
BSX vs VLO
+195.4%
-213.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -7.0% | +6.2% | -13.3% | -7.4% |
| 30D | -10.9% | +23.5% | -34.4% | -12.0% |
| 3M | -8.2% | +53.9% | -62.0% | -10.7% |
| 6M | -37.5% | +81.7% | -119.1% | -40.1% |
| YTD | -52.8% | +142.5% | -195.3% | -56.4% |
| 1Y | -58.4% | +145.4% | -203.8% | -61.7% |
| All | -17.6% | +195.4% | -213.0% | -28.6% |
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 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