+260.9%
DXCM vs VALE
+493.0%
-232.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -6.5% | -1.8% | -4.6% | -6.2% |
| 30D | -4.3% | +6.7% | -11.0% | -5.3% |
| 3M | +7.3% | +4.9% | +2.4% | +6.2% |
| 6M | +22.0% | +3.6% | +18.4% | +20.8% |
| YTD | +26.4% | +21.9% | +4.5% | +21.7% |
| 1Y | +7.0% | +61.6% | -54.6% | -1.7% |
| 3Y | -19.6% | +52.1% | -71.7% | -26.3% |
| 5Y | -39.3% | +43.2% | -82.5% | -45.0% |
| 10Y | +260.9% | +521.5% | -260.6% | +146.8% |
| All | +260.9% | +493.0% | -232.0% | +146.8% |
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