+23.9%
BMY vs VALE
+40.1%
-16.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | +0.2% | +9.7% | -9.5% | -0.4% |
| 3M | +16.0% | +5.3% | +10.7% | +15.5% |
| 6M | +8.3% | +0.5% | +7.8% | +8.1% |
| YTD | +22.2% | +20.6% | +1.6% | +20.4% |
| 1Y | +41.7% | +57.6% | -15.9% | +37.6% |
| 3Y | +20.7% | +50.6% | -29.8% | +17.0% |
| 5Y | +23.9% | +41.8% | -17.9% | +21.5% |
| All | +23.9% | +40.1% | -16.2% | +21.5% |
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 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