+60.7%
BMY vs VALE
+526.3%
-465.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -0.1% | +8.6% | -8.7% | -1.1% |
| 3M | +13.1% | +2.0% | +11.1% | +12.7% |
| 6M | +8.4% | +2.1% | +6.3% | +7.8% |
| YTD | +22.0% | +20.2% | +1.8% | +18.8% |
| 1Y | +40.3% | +55.2% | -14.9% | +32.7% |
| 3Y | +20.5% | +45.9% | -25.4% | +13.8% |
| 5Y | +23.7% | +41.4% | -17.7% | +14.8% |
| All | +60.7% | +526.3% | -465.6% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling