+115.8%
FCX vs AZN
+55.9%
+59.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.3% | -1.6% | -0.7% | -1.8% |
| 30D | +2.7% | +1.1% | +1.6% | +2.2% |
| 3M | +7.4% | -12.1% | +19.5% | +11.8% |
| 6M | +16.0% | -17.1% | +33.2% | +24.0% |
| YTD | +40.9% | -12.0% | +52.9% | +46.2% |
| 1Y | +56.4% | -0.2% | +56.7% | +52.8% |
| 3Y | +84.2% | +26.8% | +57.4% | +57.4% |
| All | +115.8% | +55.9% | +59.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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