+1,016.5%
BSX vs VLO
+17,208.7%
-16,192.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | +5.2% | -3.2% | +0.8% |
| 30D | +0.1% | +22.6% | -22.5% | -4.7% |
| 3M | -2.1% | +43.8% | -45.9% | -10.6% |
| 6M | -33.8% | +65.7% | -99.5% | -42.0% |
| YTD | -49.9% | +131.1% | -181.0% | -59.7% |
| 1Y | -55.4% | +143.6% | -199.1% | -64.8% |
| 3Y | -10.9% | +201.4% | -212.2% | -34.9% |
| 5Y | +6.4% | +568.9% | -562.5% | -39.4% |
| 10Y | +97.0% | +891.8% | -794.8% | -5.9% |
| All | +1,016.5% | +17,208.7% | -16,192.2% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling