+1,395.4%
ASML vs FCX
+479.0%
+916.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.0% |
| 7D | -9.0% | -4.9% | -4.1% | -7.1% |
| 30D | -21.0% | -17.1% | -3.8% | -14.7% |
| 3M | -16.3% | -12.7% | -3.6% | -11.8% |
| 6M | -7.5% | -2.0% | -5.6% | -6.9% |
| YTD | +34.0% | +18.1% | +15.9% | +24.8% |
| 1Y | +39.3% | +55.2% | -15.9% | +16.9% |
| 3Y | +128.9% | +74.3% | +54.5% | +77.2% |
| 5Y | +76.1% | +71.9% | +4.2% | +33.4% |
| All | +1,395.4% | +479.0% | +916.4% | +594.3% |
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