+23.9%
ISRG vs VALE
+49.7%
-25.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | +4.8% | +1.8% | +3.1% | +4.5% |
| 30D | +9.2% | -14.8% | +24.1% | +12.0% |
| 3M | +21.2% | -19.0% | +40.2% | +24.9% |
| 6M | +0.2% | -27.7% | +27.9% | +5.1% |
| YTD | -20.1% | -8.5% | -11.5% | -20.3% |
| 1Y | -17.3% | +2.6% | -20.0% | -19.6% |
| 3Y | +63.3% | +4.0% | +59.3% | +55.7% |
| All | +23.9% | +49.7% | -25.8% | +16.1% |
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 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