+2.4%
QCOM vs VALE
-1.6%
+4.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.2% |
| 7D | +13.0% | -1.5% | +14.5% | +13.6% |
| 30D | +0.2% | -15.6% | +15.8% | +6.5% |
| 3M | +9.2% | -19.5% | +28.8% | +17.9% |
| 6M | -15.0% | -31.9% | +16.9% | -2.4% |
| YTD | +5.2% | -11.0% | +16.1% | +8.3% |
| 1Y | +2.4% | -2.1% | +4.5% | +0.6% |
| All | +2.4% | -1.6% | +4.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling