+20,151.8%
ISRG vs VALE
+1,701.1%
+18,450.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.4% |
| 7D | +2.1% | +5.5% | -3.4% | +0.7% |
| 30D | +6.2% | -15.0% | +21.1% | +10.7% |
| 3M | +14.4% | -20.0% | +34.4% | +20.8% |
| 6M | 0.0% | -28.4% | +28.4% | +8.2% |
| YTD | -20.5% | -8.6% | -11.9% | -20.2% |
| 1Y | -21.9% | +2.0% | -23.9% | -24.0% |
| 3Y | +62.2% | +4.1% | +58.1% | +54.3% |
| 5Y | +25.2% | +46.4% | -21.2% | +3.8% |
| 10Y | +537.3% | +202.4% | +334.9% | +289.3% |
| All | +20,151.8% | +1,701.1% | +18,450.7% | +4,938.9% |
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