+153.0%
VLO vs TEVA
+89.1%
+63.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.4% |
| 7D | +5.3% | +2.0% | +3.3% | +5.5% |
| 30D | +18.2% | +1.0% | +17.3% | +18.3% |
| 3M | +53.3% | +7.3% | +46.0% | +54.2% |
| 6M | +70.4% | +21.7% | +48.7% | +72.8% |
| YTD | +143.4% | +18.8% | +124.5% | +146.3% |
| 1Y | +153.0% | +86.5% | +66.5% | +153.3% |
| All | +153.0% | +89.1% | +63.9% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling