+22.0%
BMY vs VALE
+47.4%
-25.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -4.8% | -1.8% | -3.0% | -4.7% |
| 30D | -0.7% | +6.7% | -7.3% | -1.2% |
| 3M | +15.3% | +4.9% | +10.4% | +14.8% |
| 6M | +8.5% | +3.6% | +5.0% | +8.0% |
| YTD | +23.4% | +21.9% | +1.6% | +20.5% |
| 1Y | +42.9% | +61.6% | -18.6% | +36.4% |
| All | +22.0% | +47.4% | -25.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling