-12.3%
DXCM vs VALE
+9.0%
-21.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.7% |
| 7D | -4.4% | +5.6% | -9.9% | -4.9% |
| 30D | -3.6% | -12.1% | +8.5% | -2.5% |
| 3M | -4.3% | -16.3% | +12.0% | -2.9% |
| 6M | +33.8% | -26.0% | +59.7% | +37.9% |
| YTD | +22.1% | -5.5% | +27.7% | +21.2% |
| 1Y | +47.4% | +6.7% | +40.7% | +43.8% |
| 3Y | -12.3% | +10.2% | -22.4% | -12.8% |
| All | -12.3% | +9.0% | -21.3% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling