+206.4%
VALE vs ILMN
+56.2%
+150.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -15.6% | -22.7% | +7.1% | -11.4% |
| 3M | -19.5% | +8.6% | -28.2% | -22.7% |
| 6M | -31.9% | +43.8% | -75.7% | -39.2% |
| YTD | -11.0% | +59.8% | -70.7% | -23.2% |
| 1Y | -2.1% | +71.8% | -73.9% | -17.2% |
| 3Y | +1.4% | +119.0% | -117.6% | -23.7% |
| 5Y | +36.2% | -43.8% | +80.0% | +45.6% |
| All | +206.4% | +56.2% | +150.3% | +113.2% |
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