+231.9%
VLO vs BDX
+25.0%
+206.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +9.6% | +2.9% | +6.7% | +9.2% |
| 30D | -17.4% | +15.4% | -32.8% | -19.1% |
| 3M | +10.8% | +20.5% | -9.8% | +7.6% |
| 6M | +56.9% | +53.2% | +3.8% | +45.3% |
| YTD | +136.8% | +45.7% | +91.1% | +120.1% |
| 1Y | +120.7% | +47.3% | +73.4% | +104.4% |
| 3Y | +231.9% | +25.1% | +206.9% | +223.7% |
| All | +231.9% | +25.0% | +206.9% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling