+83.4%
JNJ vs VALE
+40.1%
+43.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +3.0% | +9.7% | -6.7% | +2.8% |
| 3M | +12.2% | +5.3% | +7.0% | +12.1% |
| 6M | +10.5% | +0.5% | +9.9% | +10.4% |
| YTD | +30.8% | +20.6% | +10.2% | +30.1% |
| 1Y | +54.9% | +57.6% | -2.7% | +53.3% |
| 3Y | +80.7% | +50.6% | +30.1% | +78.6% |
| 5Y | +83.4% | +41.8% | +41.6% | +83.7% |
| All | +83.4% | +40.1% | +43.3% | +83.7% |
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