+30.8%
ABBV vs VALE
-2.8%
+33.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +1.3% | -3.2% | +4.5% | +1.4% |
| 30D | +4.7% | -15.1% | +19.8% | +4.9% |
| 3M | +18.3% | -18.7% | +37.0% | +18.5% |
| 6M | +43.4% | -31.5% | +74.9% | +44.5% |
| YTD | +33.0% | -11.4% | +44.4% | +25.0% |
| 1Y | +30.8% | -1.9% | +32.7% | +19.5% |
| All | +30.8% | -2.8% | +33.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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