+40.9%
VALE vs BMRN
-16.0%
+56.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +8.6% | -6.5% | +15.1% | +9.6% |
| 3M | +2.0% | +18.3% | -16.3% | -0.6% |
| 6M | +2.1% | +8.9% | -6.8% | +0.6% |
| YTD | +20.2% | +10.5% | +9.7% | +18.0% |
| 1Y | +55.2% | +17.5% | +37.7% | +50.3% |
| 3Y | +45.9% | -27.7% | +73.6% | +50.3% |
| All | +40.9% | -16.0% | +56.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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