+9,018.2%
JNJ vs VLO
+36,773.5%
-27,755.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +3.5% | +9.6% | -6.2% | +2.4% |
| 30D | +12.5% | -17.4% | +29.9% | +14.7% |
| 3M | +9.6% | +10.8% | -1.2% | +8.0% |
| 6M | +25.3% | +56.9% | -31.6% | +18.6% |
| YTD | +40.3% | +136.8% | -96.5% | +26.2% |
| 1Y | +49.6% | +120.7% | -71.0% | +35.6% |
| 3Y | +110.8% | +231.9% | -121.1% | +79.9% |
| 5Y | +99.1% | +479.0% | -379.9% | +55.7% |
| 10Y | +216.6% | +792.2% | -575.6% | +123.2% |
| All | +9,018.2% | +36,773.5% | -27,755.3% | +3,233.8% |
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