+1,504.8%
ASML vs FCX
+437.2%
+1,067.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +4.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -14.9% | -15.2% | +0.3% | -8.8% |
| 3M | -13.0% | -10.3% | -2.7% | -9.2% |
| 6M | -4.7% | +1.6% | -6.3% | -5.4% |
| YTD | +42.3% | +23.9% | +18.4% | +30.1% |
| 1Y | +49.7% | +58.0% | -8.3% | +24.7% |
| 3Y | +144.3% | +94.6% | +49.7% | +81.1% |
| 5Y | +86.4% | +70.4% | +16.0% | +40.9% |
| 10Y | +1,504.8% | +430.7% | +1,074.2% | +624.0% |
| All | +1,504.8% | +437.2% | +1,067.6% | +624.0% |
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 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