-24.4%
ISRG vs VALE
+58.5%
-82.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.9% |
| 30D | -10.2% | +6.7% | -16.9% | -10.5% |
| 3M | -17.2% | +4.9% | -22.1% | -17.2% |
| 6M | -28.4% | +3.6% | -32.0% | -28.4% |
| YTD | -37.6% | +21.9% | -59.5% | -41.0% |
| 1Y | -24.4% | +61.6% | -86.0% | -35.0% |
| All | -24.4% | +58.5% | -82.9% | -35.0% |
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