+711.1%
AVGO vs FCX
+136.7%
+574.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -1.9% |
| 30D | -13.7% | +8.1% | -21.8% | -16.5% |
| 3M | -6.9% | +18.9% | -25.9% | -13.4% |
| 6M | +5.8% | +26.6% | -20.8% | -4.5% |
| YTD | +5.7% | +51.2% | -45.5% | -11.6% |
| 1Y | +9.0% | +75.6% | -66.5% | -14.7% |
| 3Y | +340.5% | +101.7% | +238.8% | +215.9% |
| 5Y | +711.1% | +134.6% | +576.4% | +445.6% |
| All | +711.1% | +136.7% | +574.4% | +445.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling