+1,069.2%
FCX vs AZN
+2,429.9%
-1,360.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +3.1% | -2.9% | +6.0% | +4.2% |
| 30D | +8.1% | -3.1% | +11.2% | +9.4% |
| 3M | +18.9% | -14.4% | +33.4% | +25.4% |
| 6M | +26.6% | -19.5% | +46.1% | +36.7% |
| YTD | +51.2% | -13.8% | +64.9% | +58.2% |
| 1Y | +75.6% | -2.4% | +77.9% | +74.2% |
| 3Y | +101.7% | +21.3% | +80.4% | +81.1% |
| 5Y | +134.6% | +53.6% | +81.0% | +89.8% |
| 10Y | +724.2% | +220.1% | +504.0% | +384.4% |
| All | +1,069.2% | +2,429.9% | -1,360.7% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling