+42,786.0%
ASML vs FCX
+822.9%
+41,963.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.5% | -1.8% | -7.1% |
| 7D | -19.0% | -12.5% | -6.6% | -15.6% |
| 30D | -25.9% | -20.0% | -5.9% | -20.7% |
| 3M | -19.1% | -16.4% | -2.7% | -14.7% |
| 6M | -5.7% | +0.8% | -6.6% | -5.9% |
| YTD | +27.6% | +15.1% | +12.5% | +22.1% |
| 1Y | +30.8% | +45.3% | -14.6% | +16.8% |
| 3Y | +116.2% | +70.9% | +45.3% | +79.9% |
| 5Y | +67.7% | +67.5% | +0.2% | +38.0% |
| 10Y | +1,355.3% | +483.0% | +872.3% | +662.9% |
| All | +42,786.0% | +822.9% | +41,963.0% | +13,537.5% |
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 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