+193.4%
JNJ vs VLO
+933.4%
-740.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.3% | +4.0% | -8.3% | -4.7% |
| 30D | +3.0% | +19.0% | -16.0% | +1.4% |
| 3M | +12.2% | +50.0% | -37.7% | +8.0% |
| 6M | +10.5% | +79.1% | -68.7% | +4.2% |
| YTD | +30.8% | +140.3% | -109.5% | +19.6% |
| 1Y | +54.9% | +148.3% | -93.4% | +41.0% |
| 3Y | +80.7% | +194.6% | -114.0% | +59.4% |
| 5Y | +83.4% | +609.6% | -526.2% | +40.9% |
| All | +193.4% | +933.4% | -740.1% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling