+60.4%
FCX vs AMGN
+40.4%
+20.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.3% | -6.0% |
| 7D | -1.9% | -13.9% | +12.0% | +1.9% |
| 30D | +3.4% | -7.1% | +10.5% | +4.5% |
| 3M | +15.0% | +13.9% | +1.1% | +7.6% |
| 6M | +14.6% | +3.2% | +11.4% | +10.9% |
| YTD | +41.2% | +19.2% | +22.0% | +29.4% |
| 1Y | +60.4% | +41.1% | +19.2% | +25.2% |
| All | +60.4% | +40.4% | +20.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling