+373.5%
FCX vs AMGN
+319.8%
+53.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -14.7% | +9.3% | -24.0% | -18.2% |
| 3M | -11.2% | +12.1% | -23.3% | -16.6% |
| 6M | -11.4% | +40.3% | -51.7% | -25.8% |
| YTD | +17.7% | +45.2% | -27.5% | -3.8% |
| 1Y | +47.5% | +42.4% | +5.1% | +21.6% |
| 3Y | +83.9% | +91.0% | -7.1% | +26.1% |
| 5Y | +54.0% | +157.4% | -103.4% | -12.9% |
| All | +373.5% | +319.8% | +53.8% | +106.0% |
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