+395.9%
FCX vs ABT
+226.7%
+169.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.5% |
| 7D | -0.8% | -5.4% | +4.6% | +1.9% |
| 30D | -15.1% | +8.0% | -23.1% | -18.5% |
| 3M | -9.6% | +0.2% | -9.8% | -10.1% |
| 6M | -3.1% | +34.1% | -37.2% | -18.4% |
| YTD | +23.4% | -10.6% | +34.0% | +28.9% |
| 1Y | +52.7% | -11.8% | +64.5% | +60.3% |
| 3Y | +91.4% | +23.9% | +67.5% | +57.6% |
| 5Y | +62.7% | -5.1% | +67.9% | +56.5% |
| 10Y | +395.9% | +228.6% | +167.3% | +109.0% |
| All | +395.9% | +226.7% | +169.2% | +109.0% |
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