+854.8%
FCX vs AMGN
+6,935.7%
-6,080.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -15.1% | +12.1% | -27.2% | -17.9% |
| 3M | -9.6% | +13.6% | -23.3% | -13.3% |
| 6M | -3.1% | +43.9% | -47.0% | -13.4% |
| YTD | +23.4% | +45.9% | -22.5% | +9.5% |
| 1Y | +52.7% | +42.1% | +10.5% | +36.4% |
| 3Y | +91.4% | +91.6% | -0.2% | +55.2% |
| 5Y | +62.7% | +158.5% | -95.8% | +20.5% |
| 10Y | +395.9% | +323.2% | +72.6% | +223.1% |
| All | +854.8% | +6,935.7% | -6,080.9% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling