+264.0%
BSX vs VALE
+2,301.5%
-2,037.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -7.0% | -1.8% | -5.2% | -6.7% |
| 30D | -10.9% | +6.7% | -17.6% | -12.2% |
| 3M | -8.2% | +4.9% | -13.1% | -9.4% |
| 6M | -37.5% | +3.6% | -41.1% | -38.4% |
| YTD | -52.8% | +21.9% | -74.7% | -55.3% |
| 1Y | -58.4% | +61.6% | -120.0% | -62.9% |
| 3Y | -16.5% | +52.1% | -68.7% | -25.8% |
| 5Y | -1.0% | +43.2% | -44.2% | -14.0% |
| 10Y | +91.2% | +521.5% | -430.3% | +10.5% |
| All | +264.0% | +2,301.5% | -2,037.5% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling