+2,275.1%
VALE vs ILMN
+4,857.6%
-2,582.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +5.1% | +9.2% | -4.1% | +3.2% |
| 3M | -0.4% | +29.8% | -30.3% | -5.8% |
| 6M | -2.2% | +69.2% | -71.4% | -12.6% |
| YTD | +20.5% | +66.4% | -45.8% | +7.6% |
| 1Y | +61.2% | +123.4% | -62.2% | +34.3% |
| 3Y | +43.1% | +33.2% | +10.0% | +28.5% |
| 5Y | +34.0% | -52.0% | +85.9% | +42.4% |
| 10Y | +469.7% | +33.6% | +436.1% | +377.3% |
| All | +2,275.1% | +4,857.6% | -2,582.5% | +1,021.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling