-1.9%
VALE vs ILMN
+72.2%
-74.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | -15.1% | -23.8% | +8.8% | -13.5% |
| 3M | -18.7% | +7.5% | -26.2% | -21.4% |
| 6M | -31.5% | +42.8% | -74.2% | -36.6% |
| YTD | -11.4% | +57.8% | -69.3% | -19.7% |
| 1Y | -1.9% | +72.6% | -74.5% | -11.8% |
| All | -1.9% | +72.2% | -74.1% | -11.8% |
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