-22.3%
SYK vs VALE
+60.7%
-83.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.3% | +1.6% | -9.9% | -8.3% |
| 30D | -10.1% | +5.1% | -15.2% | -9.9% |
| 3M | +0.9% | -0.4% | +1.3% | +1.5% |
| 6M | -20.2% | -2.2% | -18.0% | -19.8% |
| YTD | -13.3% | +20.5% | -33.8% | -14.9% |
| 1Y | -22.3% | +61.2% | -83.5% | -21.4% |
| All | -22.3% | +60.7% | -83.1% | -21.4% |
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 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