-25.5%
ISRG vs VLO
+149.2%
-174.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.4% |
| 7D | -5.2% | +5.8% | -10.9% | -5.0% |
| 30D | -7.6% | +28.3% | -35.9% | -6.6% |
| 3M | -16.4% | +48.7% | -65.1% | -15.3% |
| 6M | -28.6% | +71.9% | -100.5% | -28.7% |
| YTD | -38.2% | +138.7% | -176.8% | -42.4% |
| 1Y | -25.5% | +148.5% | -174.0% | -33.3% |
| All | -25.5% | +149.2% | -174.7% | -33.3% |
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