+138.9%
FCX vs ABT
-9.5%
+148.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +6.1% |
| 7D | +5.7% | -3.1% | +8.9% | +6.6% |
| 30D | +10.1% | -2.1% | +12.2% | +10.7% |
| 3M | +20.2% | +17.4% | +2.8% | +13.7% |
| 6M | +29.7% | -2.4% | +32.1% | +31.3% |
| YTD | +51.9% | -14.2% | +66.1% | +61.4% |
| 1Y | +66.0% | -18.3% | +84.3% | +79.5% |
| 3Y | +102.7% | +11.5% | +91.2% | +84.1% |
| 5Y | +138.9% | -9.9% | +148.7% | +122.4% |
| All | +138.9% | -9.5% | +148.4% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling