+724.2%
FCX vs ABT
+205.6%
+518.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | -4.7% | +7.9% | +5.5% |
| 30D | +8.1% | -3.1% | +11.2% | +9.7% |
| 3M | +18.9% | +16.1% | +2.8% | +8.6% |
| 6M | +26.6% | -5.3% | +31.9% | +28.6% |
| YTD | +51.2% | -14.4% | +65.6% | +61.9% |
| 1Y | +75.6% | -18.4% | +94.0% | +92.6% |
| 3Y | +101.7% | +11.2% | +90.5% | +76.8% |
| 5Y | +134.6% | -9.4% | +144.0% | +130.8% |
| 10Y | +724.2% | +209.7% | +514.4% | +221.8% |
| All | +724.2% | +205.6% | +518.5% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling