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  • FCX vs ADSK✓SelectedUSD · ADSKFCX vs ADSK performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs ADSK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,069.2%
ADSK return
+1,862.9%
Excess return
-793.7%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioADSKExcessAlpha
1D-0.5%-2.6%+2.1%+0.3%
7D+3.1%-14.5%+17.6%+8.1%
30D+8.1%-19.3%+27.4%+15.1%
3M+18.9%-7.8%+26.7%+20.0%
6M+26.6%-20.8%+47.4%+33.0%
YTD+51.2%-30.2%+81.4%+64.1%
1Y+75.6%-36.5%+112.0%+96.3%
3Y+101.7%-5.7%+107.4%+96.9%
5Y+134.6%-28.2%+162.8%+143.2%
10Y+724.2%+209.1%+515.0%+461.2%
All+1,069.2%+1,862.9%-793.7%+459.0%

Cumulative growth

Daily Returns

Daily percentage return beside ADSK.

Daily Out/Under-Performance

Portfolio return minus ADSK return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ADSK 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 all: compounded portfolio wealth divided by compounded ADSK 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…

all analysis · Full analysis span regression · 6 months rolling