+78.8%
JNJ vs VLO
+195.4%
-116.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -3.0% | +6.2% | -9.2% | -3.0% |
| 30D | +2.5% | +23.5% | -21.0% | +2.4% |
| 3M | +13.2% | +53.9% | -40.6% | +13.0% |
| 6M | +11.3% | +81.7% | -70.4% | +10.8% |
| YTD | +31.1% | +142.5% | -111.3% | +29.7% |
| 1Y | +54.3% | +145.4% | -91.1% | +52.5% |
| All | +78.8% | +195.4% | -116.6% | +71.4% |
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