+59.6%
FCX vs DHR
+5.2%
+54.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -4.9% | -3.9% | -1.0% | -4.0% |
| 30D | +4.8% | +4.0% | +0.8% | +4.1% |
| 3M | +4.6% | +11.5% | -6.9% | +1.2% |
| 6M | +10.8% | +1.9% | +9.0% | +11.5% |
| YTD | +44.2% | -8.9% | +53.1% | +51.0% |
| 1Y | +59.6% | +5.1% | +54.5% | +51.8% |
| All | +59.6% | +5.2% | +54.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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