+2,301.5%
VALE vs BDX
+859.6%
+1,441.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -1.8% | -3.6% | +1.7% | 0.0% |
| 30D | +6.7% | +0.7% | +6.0% | +6.1% |
| 3M | +4.9% | +19.0% | -14.1% | -5.7% |
| 6M | +3.6% | +10.8% | -7.2% | -3.5% |
| YTD | +21.9% | +20.1% | +1.7% | +8.1% |
| 1Y | +61.6% | +23.1% | +38.5% | +40.7% |
| 3Y | +52.1% | -8.8% | +60.9% | +51.3% |
| 5Y | +43.2% | -1.4% | +44.6% | +32.0% |
| 10Y | +521.5% | +60.5% | +461.0% | +288.4% |
| All | +2,301.5% | +859.6% | +1,441.9% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling