-17.4%
BSX vs VLO
+236.1%
-253.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +3.7% | +9.6% | -5.9% | +3.6% |
| 30D | +3.1% | -17.4% | +20.5% | +3.4% |
| 3M | -14.2% | +10.8% | -25.0% | -14.9% |
| 6M | -16.4% | +56.9% | -73.4% | -18.5% |
| YTD | -53.5% | +136.8% | -190.3% | -56.3% |
| 1Y | -57.8% | +120.7% | -178.4% | -60.0% |
| 3Y | -17.4% | +231.9% | -249.4% | -23.7% |
| All | -17.4% | +236.1% | -253.6% | -23.7% |
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