-23.2%
ISRG vs VALE
-1.6%
-21.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.4% | -2.1% |
| 7D | -6.1% | -1.5% | -4.6% | -6.1% |
| 30D | +4.2% | -15.6% | +19.9% | +3.7% |
| 3M | +9.6% | -19.5% | +29.2% | +8.7% |
| 6M | +1.9% | -31.9% | +33.7% | +2.2% |
| YTD | -22.3% | -11.0% | -11.4% | -24.7% |
| 1Y | -23.2% | -2.1% | -21.0% | -25.6% |
| All | -23.2% | -1.6% | -21.5% | -25.6% |
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