+61.3%
VALE vs ILMN
+113.9%
-52.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.6% |
| 30D | +8.8% | +12.3% | -3.5% | +7.1% |
| 3M | +6.8% | +33.5% | -26.8% | +3.0% |
| 6M | +6.9% | +69.4% | -62.5% | -0.2% |
| YTD | +22.8% | +60.9% | -38.1% | +15.3% |
| 1Y | +61.3% | +115.0% | -53.7% | +46.8% |
| All | +61.3% | +113.9% | -52.7% | +46.8% |
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