+148.0%
ADBE vs FCX
+689.9%
-541.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.6% | +4.2% | -1.1% |
| 7D | -12.9% | -1.9% | -11.1% | -12.7% |
| 30D | -5.6% | +3.4% | -9.0% | -6.5% |
| 3M | +6.6% | +15.0% | -8.4% | +2.7% |
| 6M | -9.6% | +14.6% | -24.2% | -13.7% |
| YTD | -28.9% | +41.2% | -70.1% | -35.7% |
| 1Y | -28.9% | +60.4% | -89.3% | -38.0% |
| 3Y | -55.6% | +88.4% | -144.0% | -64.0% |
| 5Y | -62.2% | +115.0% | -177.3% | -71.1% |
| All | +148.0% | +689.9% | -541.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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