+47.5%
FCX vs DHR
+7.8%
+39.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -14.7% | +3.7% | -18.4% | -15.2% |
| 3M | -11.2% | +14.5% | -25.7% | -13.2% |
| 6M | -11.4% | +40.9% | -52.3% | -19.9% |
| YTD | +17.7% | +2.4% | +15.3% | +21.0% |
| 1Y | +47.5% | +6.1% | +41.4% | +48.8% |
| All | +47.5% | +7.8% | +39.7% | +48.8% |
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