+134.6%
FCX vs AMGN
+107.3%
+27.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | -11.6% | +14.8% | +7.1% |
| 30D | +8.1% | -5.7% | +13.8% | +9.6% |
| 3M | +18.9% | +14.2% | +4.7% | +12.2% |
| 6M | +26.6% | +5.2% | +21.4% | +23.0% |
| YTD | +51.2% | +22.0% | +29.2% | +38.4% |
| 1Y | +75.6% | +43.6% | +31.9% | +50.9% |
| 3Y | +101.7% | +65.0% | +36.7% | +60.5% |
| 5Y | +134.6% | +112.0% | +22.6% | +61.8% |
| All | +134.6% | +107.3% | +27.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling