+1,670.8%
ASML vs FCX
+654.0%
+1,016.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +1.1% | -4.9% | +6.0% | +3.1% |
| 30D | +2.2% | +4.8% | -2.6% | 0.0% |
| 3M | -2.3% | +4.6% | -6.9% | -4.3% |
| 6M | +23.0% | +10.8% | +12.1% | +17.3% |
| YTD | +61.1% | +44.2% | +16.8% | +38.6% |
| 1Y | +129.1% | +59.6% | +69.5% | +87.5% |
| 3Y | +165.4% | +82.2% | +83.1% | +101.0% |
| 5Y | +109.5% | +115.6% | -6.2% | +44.7% |
| All | +1,670.8% | +654.0% | +1,016.8% | +622.2% |
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