-2.8%
BSX vs VLO
+608.8%
-611.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -10.1% | +5.3% | -15.4% | -10.4% |
| 30D | -16.4% | +18.2% | -34.6% | -17.5% |
| 3M | -8.9% | +53.3% | -62.2% | -12.0% |
| 6M | -38.3% | +70.4% | -108.7% | -41.0% |
| YTD | -54.9% | +143.4% | -198.3% | -58.5% |
| 1Y | -58.8% | +153.0% | -211.8% | -62.3% |
| 3Y | -21.2% | +195.0% | -216.2% | -30.4% |
| All | -2.8% | +608.8% | -611.6% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling