+32,043.9%
AVGO vs FCX
+160.1%
+31,883.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.3% |
| 7D | +25.0% | +4.4% | +20.6% | +23.4% |
| 30D | +2.0% | -16.3% | +18.3% | +7.5% |
| 3M | -12.3% | -12.5% | +0.2% | -9.0% |
| 6M | -12.8% | -8.0% | -4.8% | -11.0% |
| YTD | +5.9% | +20.1% | -14.3% | -1.0% |
| 1Y | +3.3% | +45.9% | -42.6% | -8.6% |
| 3Y | +293.1% | +86.2% | +206.8% | +218.1% |
| 5Y | +606.7% | +57.1% | +549.6% | +479.4% |
| 10Y | +2,733.6% | +382.5% | +2,351.1% | +1,424.9% |
| All | +32,043.9% | +160.1% | +31,883.8% | +17,293.2% |
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 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