+613.6%
FCX vs AMGN
+210.3%
+403.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.3% | -5.5% |
| 7D | -1.9% | -13.9% | +12.0% | +4.7% |
| 30D | +3.4% | -7.1% | +10.5% | +6.3% |
| 3M | +15.0% | +13.9% | +1.1% | +6.8% |
| 6M | +14.6% | +3.2% | +11.4% | +11.5% |
| YTD | +41.2% | +19.2% | +22.0% | +27.0% |
| 1Y | +60.4% | +41.1% | +19.2% | +32.4% |
| 3Y | +88.4% | +61.3% | +27.1% | +40.3% |
| 5Y | +115.0% | +109.1% | +6.0% | +35.7% |
| All | +613.6% | +210.3% | +403.3% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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