+2,301.5%
VALE vs NVS
+740.0%
+1,561.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.8% | -15.4% | +13.5% | +8.9% |
| 30D | +6.7% | -12.3% | +19.0% | +14.9% |
| 3M | +4.9% | -7.8% | +12.7% | +8.3% |
| 6M | +3.6% | -13.0% | +16.6% | +11.4% |
| YTD | +21.9% | +2.8% | +19.1% | +15.8% |
| 1Y | +61.6% | +10.6% | +50.9% | +44.5% |
| 3Y | +52.1% | +55.1% | -2.9% | +2.3% |
| 5Y | +43.2% | +91.7% | -48.5% | -21.0% |
| 10Y | +521.5% | +181.2% | +340.3% | +149.1% |
| All | +2,301.5% | +740.0% | +1,561.5% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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