+23.9%
ISRG vs VLO
+412.5%
-388.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | +4.8% | -13.3% | +18.1% | +6.3% |
| 30D | +9.2% | -18.3% | +27.5% | +11.3% |
| 3M | +21.2% | +14.3% | +6.8% | +18.4% |
| 6M | +0.2% | +47.6% | -47.4% | -5.8% |
| YTD | -20.1% | +116.0% | -136.0% | -30.0% |
| 1Y | -17.3% | +101.0% | -118.3% | -26.8% |
| 3Y | +63.3% | +199.0% | -135.7% | +32.3% |
| All | +23.9% | +412.5% | -388.6% | -9.0% |
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