+40.9%
VALE vs BDX
-2.2%
+43.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | +8.6% | -2.5% | +11.2% | +9.2% |
| 3M | +2.0% | +21.4% | -19.4% | -2.9% |
| 6M | +2.1% | +10.4% | -8.3% | -0.4% |
| YTD | +20.2% | +18.8% | +1.4% | +15.1% |
| 1Y | +55.2% | +21.7% | +33.5% | +47.6% |
| 3Y | +45.9% | -10.0% | +55.8% | +47.8% |
| All | +40.9% | -2.2% | +43.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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