+75.6%
FCX vs ABT
-18.6%
+94.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | -4.7% | +7.9% | +3.1% |
| 30D | +8.1% | -3.1% | +11.2% | +8.3% |
| 3M | +18.9% | +16.1% | +2.8% | +19.0% |
| 6M | +26.6% | -5.3% | +31.9% | +37.3% |
| YTD | +51.2% | -14.4% | +65.6% | +70.1% |
| 1Y | +75.6% | -18.4% | +94.0% | +102.7% |
| All | +75.6% | -18.6% | +94.2% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling