+187.2%
ABBV vs VALE
+40.1%
+147.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +2.0% | +9.7% | -7.8% | +1.4% |
| 3M | +14.2% | +5.3% | +8.9% | +13.8% |
| 6M | +14.1% | +0.5% | +13.5% | +13.8% |
| YTD | +14.2% | +20.6% | -6.4% | +12.4% |
| 1Y | +24.2% | +57.6% | -33.4% | +20.1% |
| 3Y | +89.8% | +50.6% | +39.2% | +82.3% |
| 5Y | +187.2% | +41.8% | +145.3% | +182.1% |
| All | +187.2% | +40.1% | +147.0% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling