+8,947.0%
JNJ vs VLO
+36,299.7%
-27,352.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | +4.1% | +6.8% | -2.6% | +3.4% |
| 30D | +14.0% | -17.9% | +31.9% | +16.3% |
| 3M | +9.2% | +13.5% | -4.3% | +7.3% |
| 6M | +27.8% | +53.0% | -25.3% | +21.3% |
| YTD | +39.2% | +133.7% | -94.5% | +25.4% |
| 1Y | +49.1% | +115.7% | -66.5% | +35.5% |
| 3Y | +109.7% | +231.9% | -122.3% | +78.9% |
| 5Y | +97.6% | +471.6% | -374.0% | +54.7% |
| 10Y | +214.1% | +780.7% | -566.6% | +121.8% |
| All | +8,947.0% | +36,299.7% | -27,352.8% | +3,212.4% |
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 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