+57.4%
JNJ vs VLO
+143.4%
-85.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +2.7% | +5.2% | -2.5% | +2.9% |
| 30D | +7.4% | +22.6% | -15.2% | +8.5% |
| 3M | +21.2% | +43.8% | -22.6% | +23.3% |
| 6M | +13.4% | +65.7% | -52.3% | +16.9% |
| YTD | +35.1% | +131.1% | -96.0% | +41.3% |
| 1Y | +57.4% | +143.6% | -86.2% | +66.1% |
| All | +57.4% | +143.4% | -85.9% | +66.1% |
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