+109.1%
JNJ vs VLO
+231.8%
-122.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.2% |
| 7D | +4.1% | +6.8% | -2.6% | +4.2% |
| 30D | +14.0% | -17.9% | +31.9% | +13.7% |
| 3M | +9.2% | +13.5% | -4.3% | +9.0% |
| 6M | +27.8% | +53.0% | -25.3% | +27.5% |
| YTD | +39.2% | +133.7% | -94.5% | +38.0% |
| 1Y | +49.1% | +115.7% | -66.5% | +48.1% |
| All | +109.1% | +231.8% | -122.7% | +101.3% |
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