+60.4%
FCX vs ABBV
+25.1%
+35.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -6.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.7% |
| 30D | +3.4% | +2.0% | +1.4% | +3.4% |
| 3M | +15.0% | +14.2% | +0.8% | +12.9% |
| 6M | +14.6% | +14.1% | +0.6% | +12.7% |
| YTD | +41.2% | +14.2% | +27.0% | +39.2% |
| 1Y | +60.4% | +24.2% | +36.1% | +49.7% |
| All | +60.4% | +25.1% | +35.3% | +49.7% |
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