+222.3%
VALE vs ILMN
+61.7%
+160.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.5% |
| 7D | +5.6% | -2.6% | +8.1% | +5.9% |
| 30D | -12.1% | -20.6% | +8.5% | -8.3% |
| 3M | -16.3% | +17.5% | -33.8% | -21.1% |
| 6M | -26.0% | +55.6% | -81.6% | -35.2% |
| YTD | -5.5% | +68.3% | -73.8% | -19.5% |
| 1Y | +6.7% | +81.1% | -74.4% | -10.9% |
| 3Y | +10.2% | +112.2% | -102.0% | -16.3% |
| 5Y | +49.7% | -42.6% | +92.3% | +60.1% |
| 10Y | +222.3% | +70.5% | +151.8% | +120.5% |
| All | +222.3% | +61.7% | +160.6% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling