-38.6%
DXCM vs VALE
+41.9%
-80.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.0% |
| 7D | -6.2% | +2.9% | -9.1% | -6.5% |
| 30D | -0.3% | +8.8% | -9.1% | -1.3% |
| 3M | +10.3% | +6.8% | +3.6% | +9.3% |
| 6M | +24.1% | +6.9% | +17.2% | +22.8% |
| YTD | +27.4% | +22.8% | +4.5% | +23.6% |
| 1Y | +8.4% | +61.3% | -52.9% | +1.6% |
| 3Y | -19.0% | +53.3% | -72.3% | -24.4% |
| 5Y | -38.6% | +44.9% | -83.4% | -40.3% |
| All | -38.6% | +41.9% | -80.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling