-19.3%
ISRG vs VLO
+143.4%
-162.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.6% | +5.2% | -6.8% | -1.4% |
| 30D | -2.3% | +22.6% | -24.9% | -1.5% |
| 3M | -12.4% | +43.8% | -56.2% | -11.5% |
| 6M | -26.8% | +65.7% | -92.6% | -27.1% |
| YTD | -35.3% | +131.1% | -166.4% | -39.9% |
| 1Y | -19.3% | +143.6% | -163.0% | -28.8% |
| All | -19.3% | +143.4% | -162.7% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling