+19.7%
QCOM vs VLO
+471.6%
-451.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | +13.0% | +6.8% | +6.3% | +11.2% |
| 30D | +0.2% | -17.9% | +18.0% | +4.6% |
| 3M | +9.2% | +13.5% | -4.3% | +4.3% |
| 6M | -15.0% | +53.0% | -68.0% | -25.9% |
| YTD | +5.2% | +133.7% | -128.6% | -20.5% |
| 1Y | +2.4% | +115.7% | -113.3% | -20.7% |
| 3Y | +52.0% | +231.9% | -180.0% | +0.5% |
| 5Y | +19.7% | +471.6% | -451.8% | -30.1% |
| All | +19.7% | +471.6% | -451.8% | -30.1% |
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