+609.6%
VLO vs BDX
-3.5%
+613.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +4.0% | -5.4% | +9.4% | +4.8% |
| 30D | +19.0% | -2.2% | +21.2% | +19.3% |
| 3M | +50.0% | +20.1% | +29.9% | +45.4% |
| 6M | +79.1% | +9.1% | +70.1% | +76.5% |
| YTD | +140.3% | +17.9% | +122.4% | +132.4% |
| 1Y | +148.3% | +22.1% | +126.3% | +138.1% |
| 3Y | +194.6% | -10.5% | +205.2% | +194.8% |
| 5Y | +609.6% | -2.6% | +612.2% | +582.5% |
| All | +609.6% | -3.5% | +613.0% | +582.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling