-3.1%
BSX vs VALE
+40.1%
-43.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | +9.7% | -25.6% | -16.6% |
| 3M | -10.8% | +5.3% | -16.1% | -11.4% |
| 6M | -38.4% | +0.5% | -38.9% | -38.6% |
| YTD | -54.8% | +20.6% | -75.4% | -56.1% |
| 1Y | -59.0% | +57.6% | -116.6% | -61.5% |
| 3Y | -20.0% | +50.6% | -70.5% | -25.3% |
| 5Y | -3.1% | +41.8% | -44.9% | -8.1% |
| All | -3.1% | +40.1% | -43.2% | -8.1% |
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