+23.4%
REGN vs VALE
+40.3%
-16.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -2.0% | +8.6% | -10.6% | -3.0% |
| 3M | +28.0% | +2.0% | +26.0% | +27.5% |
| 6M | +1.2% | +2.1% | -1.0% | +0.7% |
| YTD | +1.6% | +20.2% | -18.6% | -0.8% |
| 1Y | +38.2% | +55.2% | -16.9% | +30.8% |
| 3Y | -5.4% | +45.9% | -51.3% | -11.1% |
| All | +23.4% | +40.3% | -16.9% | +16.4% |
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