+51.9%
VALE vs ILMN
+41.2%
+10.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +5.1% | +9.2% | -4.1% | +3.5% |
| 3M | -0.4% | +29.8% | -30.3% | -4.7% |
| 6M | -2.2% | +69.2% | -71.4% | -10.7% |
| YTD | +20.5% | +66.4% | -45.8% | +10.1% |
| 1Y | +61.2% | +123.4% | -62.2% | +39.2% |
| All | +51.9% | +41.2% | +10.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling