+1,818.7%
VRTX vs VALE
+1,654.5%
+164.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +11.8% | -15.6% | +27.5% | +16.0% |
| 3M | +3.2% | -19.5% | +22.8% | +8.1% |
| 6M | +21.0% | -31.9% | +52.9% | +31.3% |
| YTD | +19.7% | -11.0% | +30.6% | +21.6% |
| 1Y | +25.0% | -2.1% | +27.1% | +24.2% |
| 3Y | +45.2% | +1.4% | +43.8% | +40.7% |
| 5Y | +189.7% | +36.2% | +153.6% | +151.1% |
| 10Y | +489.8% | +206.4% | +283.4% | +273.9% |
| All | +1,818.7% | +1,654.5% | +164.3% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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