+55.7%
ISRG vs VLO
+231.8%
-176.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | -6.1% | +6.8% | -12.9% | -6.5% |
| 30D | +4.2% | -17.9% | +22.1% | +5.5% |
| 3M | +9.6% | +13.5% | -3.9% | +7.8% |
| 6M | +1.9% | +53.0% | -51.2% | -3.0% |
| YTD | -22.3% | +133.7% | -156.1% | -31.8% |
| 1Y | -23.2% | +115.7% | -138.8% | -31.5% |
| All | +55.7% | +231.8% | -176.1% | +30.3% |
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 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