+82.7%
JNJ vs VLO
+619.0%
-536.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +13.2% | +53.9% | -40.6% | +12.7% |
| 6M | +11.3% | +81.7% | -70.4% | +10.5% |
| YTD | +31.1% | +142.5% | -111.3% | +29.5% |
| 1Y | +54.3% | +145.4% | -91.1% | +52.3% |
| 3Y | +81.1% | +197.3% | -116.2% | +77.0% |
| 5Y | +82.7% | +614.6% | -531.9% | +82.4% |
| All | +82.7% | +619.0% | -536.3% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling