+59.6%
FCX vs ABBV
+24.6%
+35.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | -4.9% | +0.4% | -5.2% | -4.9% |
| 30D | +4.8% | +4.2% | +0.6% | +4.7% |
| 3M | +4.6% | +14.8% | -10.2% | +2.7% |
| 6M | +10.8% | +10.3% | +0.6% | +9.6% |
| YTD | +44.2% | +14.9% | +29.3% | +42.1% |
| 1Y | +59.6% | +24.1% | +35.4% | +46.3% |
| All | +59.6% | +24.6% | +35.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling