+706.3%
JNJ vs VALE
+2,320.2%
-1,613.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +4.3% | +8.8% | -4.5% | +3.3% |
| 3M | +16.5% | +6.8% | +9.7% | +15.5% |
| 6M | +13.1% | +6.9% | +6.2% | +12.0% |
| YTD | +32.1% | +22.8% | +9.3% | +28.6% |
| 1Y | +54.5% | +61.3% | -6.8% | +46.0% |
| 3Y | +82.5% | +53.3% | +29.2% | +71.9% |
| 5Y | +80.0% | +44.9% | +35.2% | +67.0% |
| 10Y | +195.7% | +486.8% | -291.1% | +122.9% |
| All | +706.3% | +2,320.2% | -1,613.9% | +406.9% |
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