+2.0%
ISRG vs VALE
+34.7%
-32.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | -2.3% | +5.1% | -7.4% | -3.2% |
| 3M | -12.4% | -0.4% | -12.0% | -12.6% |
| 6M | -26.8% | -2.2% | -24.6% | -26.9% |
| YTD | -35.3% | +20.5% | -55.8% | -38.0% |
| 1Y | -19.3% | +61.2% | -80.5% | -27.0% |
| 3Y | +18.1% | +43.1% | -25.0% | +7.4% |
| All | +2.0% | +34.7% | -32.6% | -1.6% |
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 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