+2,894.9%
DXCM vs VALE
+549.3%
+2,345.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -3.2% | +1.6% | -4.8% | -3.6% |
| 30D | +6.3% | +5.1% | +1.2% | +4.9% |
| 3M | +21.1% | -0.4% | +21.5% | +20.5% |
| 6M | +20.6% | -2.2% | +22.8% | +20.2% |
| YTD | +32.4% | +20.5% | +11.9% | +24.8% |
| 1Y | +8.8% | +61.2% | -52.3% | -5.0% |
| 3Y | -13.7% | +43.1% | -56.9% | -24.0% |
| 5Y | -35.2% | +34.0% | -69.1% | -44.4% |
| 10Y | +281.8% | +469.7% | -187.9% | +90.4% |
| All | +2,894.9% | +549.3% | +2,345.5% | +969.1% |
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