+924.9%
VLO vs BDX
+59.3%
+865.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +5.3% | -3.2% | +8.5% | +6.3% |
| 30D | +18.2% | -2.5% | +20.8% | +19.0% |
| 3M | +53.3% | +21.4% | +31.9% | +43.6% |
| 6M | +70.4% | +10.4% | +60.0% | +63.7% |
| YTD | +143.4% | +18.8% | +124.5% | +127.4% |
| 1Y | +153.0% | +21.7% | +131.3% | +133.9% |
| 3Y | +195.0% | -10.0% | +204.9% | +199.0% |
| 5Y | +618.8% | -1.8% | +620.6% | +589.4% |
| All | +924.9% | +59.3% | +865.6% | +756.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling