+2,301.5%
VALE vs BMRN
+505.4%
+1,796.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | +6.7% | -6.5% | +13.1% | +8.4% |
| 3M | +4.9% | +11.2% | -6.3% | +1.7% |
| 6M | +3.6% | +5.8% | -2.2% | +1.2% |
| YTD | +21.9% | +8.4% | +13.5% | +18.2% |
| 1Y | +61.6% | +15.7% | +45.9% | +52.8% |
| 3Y | +52.1% | -28.6% | +80.7% | +58.9% |
| 5Y | +43.2% | -19.6% | +62.8% | +41.5% |
| 10Y | +521.5% | -31.5% | +553.0% | +504.9% |
| All | +2,301.5% | +505.4% | +1,796.2% | +1,101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling