+489.2%
VALE vs TEVA
-22.9%
+512.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.7% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | +8.6% | +1.0% | +7.7% | +8.4% |
| 3M | +2.0% | +7.3% | -5.3% | +0.3% |
| 6M | +2.1% | +21.7% | -19.6% | -2.5% |
| YTD | +20.2% | +18.8% | +1.4% | +15.3% |
| 1Y | +55.2% | +86.5% | -31.3% | +35.3% |
| 3Y | +45.9% | +269.4% | -223.5% | +6.3% |
| 5Y | +41.4% | +303.6% | -262.2% | -1.9% |
| All | +489.2% | -22.9% | +512.1% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling