+39.5%
DXCM vs VALE
-2.8%
+42.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +4.9% | -3.2% | +8.1% | +5.2% |
| 30D | -0.2% | -15.1% | +14.9% | +0.7% |
| 3M | -8.9% | -18.7% | +9.8% | -8.2% |
| 6M | +42.3% | -31.5% | +73.7% | +47.4% |
| YTD | +25.6% | -11.4% | +37.0% | +20.4% |
| 1Y | +39.5% | -1.9% | +41.4% | +29.5% |
| All | +39.5% | -2.8% | +42.3% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling