+97.6%
FCX vs DHR
-4.8%
+102.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | -2.4% | +5.5% | +4.1% |
| 30D | +8.1% | -2.2% | +10.3% | +9.1% |
| 3M | +18.9% | +9.0% | +10.0% | +13.3% |
| 6M | +26.6% | +3.5% | +23.1% | +23.4% |
| YTD | +51.2% | -10.1% | +61.3% | +57.9% |
| 1Y | +75.6% | +6.2% | +69.4% | +66.6% |
| All | +97.6% | -4.8% | +102.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling