+2,662.2%
DXCM vs VALE
+409.0%
+2,253.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.3% |
| 7D | -4.4% | +5.6% | -9.9% | -5.6% |
| 30D | -3.6% | -12.1% | +8.5% | -0.5% |
| 3M | -4.3% | -16.3% | +12.0% | -0.4% |
| 6M | +33.8% | -26.0% | +59.7% | +42.8% |
| YTD | +22.1% | -5.5% | +27.7% | +22.0% |
| 1Y | +47.4% | +6.7% | +40.7% | +42.7% |
| 3Y | -12.3% | +10.2% | -22.4% | -17.5% |
| 5Y | -49.1% | +49.7% | -98.8% | -57.7% |
| 10Y | +423.1% | +222.3% | +200.9% | +206.6% |
| All | +2,662.2% | +409.0% | +2,253.2% | +945.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling