+8,682.5%
JNJ vs VLO
+35,889.1%
-27,206.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | +5.2% | -2.5% | +2.1% |
| 30D | +7.4% | +22.6% | -15.2% | +5.0% |
| 3M | +21.2% | +43.8% | -22.6% | +16.3% |
| 6M | +13.4% | +65.7% | -52.3% | +6.8% |
| YTD | +35.1% | +131.1% | -96.0% | +22.3% |
| 1Y | +57.4% | +143.6% | -86.2% | +41.4% |
| 3Y | +86.8% | +201.4% | -114.6% | +61.6% |
| 5Y | +80.8% | +568.9% | -488.1% | +39.2% |
| 10Y | +202.7% | +891.8% | -689.1% | +111.4% |
| All | +8,682.5% | +35,889.1% | -27,206.7% | +3,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling