+1,702.7%
VALE vs ILMN
+4,741.9%
-3,039.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +0.7% |
| 7D | +1.8% | -9.7% | +11.4% | +3.6% |
| 30D | -14.8% | -20.4% | +5.6% | -11.7% |
| 3M | -19.0% | +10.0% | -29.0% | -21.7% |
| 6M | -27.7% | +49.5% | -77.2% | -34.6% |
| YTD | -8.5% | +62.5% | -71.0% | -19.0% |
| 1Y | +2.6% | +76.0% | -73.4% | -10.7% |
| 3Y | +4.0% | +94.2% | -90.1% | -14.5% |
| 5Y | +51.2% | -46.3% | +97.5% | +55.0% |
| 10Y | +263.0% | +62.7% | +200.3% | +191.6% |
| All | +1,702.7% | +4,741.9% | -3,039.2% | +743.7% |
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