+92.5%
FCX vs ABT
+14.6%
+77.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -4.9% | -3.7% | -1.2% | -4.7% |
| 30D | +4.8% | +2.5% | +2.3% | +4.8% |
| 3M | +4.6% | +20.2% | -15.6% | +3.2% |
| 6M | +10.8% | -2.9% | +13.8% | +13.8% |
| YTD | +44.2% | -11.9% | +56.1% | +50.3% |
| 1Y | +59.6% | -16.5% | +76.1% | +67.6% |
| All | +92.5% | +14.6% | +77.8% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling