+3,722.7%
ADBE vs FCX
+1,056.8%
+2,665.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -7.0% | -6.8% |
| 7D | -8.6% | -4.9% | -3.7% | -7.7% |
| 30D | +2.8% | +4.8% | -2.0% | +1.6% |
| 3M | +3.1% | +4.6% | -1.5% | +1.2% |
| 6M | -2.4% | +10.8% | -13.2% | -6.2% |
| YTD | -23.9% | +44.2% | -68.1% | -31.0% |
| 1Y | -22.6% | +59.6% | -82.2% | -31.8% |
| 3Y | -52.7% | +82.2% | -134.9% | -60.6% |
| 5Y | -60.0% | +115.6% | -175.6% | -68.6% |
| 10Y | +157.3% | +670.6% | -513.2% | +41.6% |
| All | +3,722.7% | +1,056.8% | +2,665.9% | +1,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling