+411.2%
DXCM vs VALE
+206.6%
+204.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.9% |
| 7D | -3.7% | +5.5% | -9.1% | -4.4% |
| 30D | -5.0% | -15.0% | +10.0% | -2.7% |
| 3M | -8.8% | -20.0% | +11.2% | -5.9% |
| 6M | +31.9% | -28.4% | +60.2% | +38.0% |
| YTD | +20.4% | -8.6% | +29.0% | +20.9% |
| 1Y | +45.7% | +2.0% | +43.8% | +43.8% |
| 3Y | -15.0% | +4.1% | -19.1% | -17.5% |
| 5Y | -48.5% | +46.4% | -94.9% | -53.7% |
| 10Y | +411.2% | +202.4% | +208.8% | +305.2% |
| All | +411.2% | +206.6% | +204.6% | +305.2% |
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 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