+61.2%
VALE vs ILMN
+127.6%
-66.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +5.1% | +9.2% | -4.1% | +3.9% |
| 3M | -0.4% | +29.8% | -30.3% | -3.6% |
| 6M | -2.2% | +69.2% | -71.4% | -8.8% |
| YTD | +20.5% | +66.4% | -45.8% | +12.7% |
| 1Y | +61.2% | +123.4% | -62.2% | +45.9% |
| All | +61.2% | +127.6% | -66.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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