+51.2%
JNJ vs VLO
+120.8%
-69.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.8% | +9.6% | +3.3% |
| 7D | +1.9% | -6.0% | +7.9% | +1.5% |
| 30D | +9.2% | -12.9% | +22.1% | +8.1% |
| 3M | +8.9% | +18.3% | -9.4% | +9.6% |
| 6M | +24.6% | +46.4% | -21.9% | +26.8% |
| YTD | +35.7% | +127.7% | -92.1% | +41.6% |
| 1Y | +51.2% | +120.6% | -69.4% | +58.0% |
| All | +51.2% | +120.8% | -69.6% | +58.0% |
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 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